+454.5%
V vs A
+312.5%
+142.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | +9.7% | +4.3% | +5.4% | +7.7% |
| 3M | +17.3% | +19.8% | -2.5% | +8.3% |
| 6M | +33.2% | +54.4% | -21.2% | +9.0% |
| YTD | +21.3% | +31.7% | -10.4% | +5.8% |
| 1Y | +27.3% | +22.4% | +4.9% | +14.6% |
| 3Y | +76.1% | +67.7% | +8.4% | +28.4% |
| 5Y | +103.5% | +15.7% | +87.7% | +76.3% |
| 10Y | +454.5% | +308.7% | +145.8% | +128.4% |
| All | +454.5% | +312.5% | +142.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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