+304.8%
SPY vs V
+444.9%
-140.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -3.7% | +9.7% | -13.4% | -8.4% |
| 3M | -2.7% | +17.3% | -20.0% | -11.0% |
| 6M | +2.2% | +33.2% | -31.0% | -13.1% |
| YTD | +10.8% | +21.3% | -10.5% | -1.5% |
| 1Y | +11.2% | +27.3% | -16.1% | -3.9% |
| 3Y | +76.5% | +76.1% | +0.4% | +25.1% |
| 5Y | +72.9% | +103.5% | -30.5% | +10.9% |
| 10Y | +304.8% | +454.5% | -149.6% | +65.3% |
| All | +304.8% | +444.9% | -140.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded V wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling