+729.7%
SPY vs V
+2,773.8%
-2,044.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +2.0% | +17.4% | -15.4% | -5.8% |
| 6M | +13.0% | +17.5% | -4.5% | +3.9% |
| YTD | +13.5% | +7.6% | +6.0% | +8.5% |
| 1Y | +20.0% | +7.7% | +12.3% | +14.2% |
| 3Y | +77.2% | +54.7% | +22.5% | +41.0% |
| 5Y | +81.9% | +73.0% | +8.8% | +35.3% |
| 10Y | +314.1% | +390.9% | -76.8% | +91.7% |
| All | +729.7% | +2,773.8% | -2,044.1% | +68.3% |
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 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