+694.1%
SPY vs V
+3,138.4%
-2,444.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | -4.1% | +14.3% | -18.4% | -10.2% |
| 6M | +0.7% | +33.1% | -32.4% | -12.5% |
| YTD | +8.7% | +21.2% | -12.6% | -1.9% |
| 1Y | +10.9% | +26.4% | -15.6% | -2.1% |
| 3Y | +75.0% | +77.6% | -2.6% | +30.4% |
| 5Y | +67.8% | +102.6% | -34.8% | +16.1% |
| 10Y | +312.9% | +464.4% | -151.6% | +78.9% |
| All | +694.1% | +3,138.4% | -2,444.3% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling