+67.6%
SPY vs V
+101.0%
-33.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +2.2% | -4.9% | -3.7% |
| 30D | -5.4% | +13.6% | -19.0% | -10.9% |
| 3M | -4.1% | +14.3% | -18.4% | -10.0% |
| 6M | +0.7% | +33.1% | -32.4% | -12.5% |
| YTD | +8.7% | +21.2% | -12.6% | -1.6% |
| 1Y | +10.9% | +26.4% | -15.6% | -1.9% |
| 3Y | +75.0% | +77.6% | -2.6% | +27.0% |
| All | +67.6% | +101.0% | -33.4% | +11.6% |
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