+82.5%
SPY vs V
+71.8%
+10.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | +0.1% | +2.0% | -1.9% | -0.9% |
| 3M | +2.0% | +17.4% | -15.4% | -5.6% |
| 6M | +13.0% | +17.5% | -4.5% | +4.1% |
| YTD | +13.5% | +7.6% | +6.0% | +8.9% |
| 1Y | +20.0% | +7.7% | +12.3% | +14.7% |
| 3Y | +77.2% | +54.7% | +22.5% | +39.0% |
| All | +82.5% | +71.8% | +10.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling