+455.5%
V vs A
+312.5%
+143.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +9.9% | +4.3% | +5.6% | +7.8% |
| 3M | +17.5% | +19.8% | -2.3% | +8.5% |
| 6M | +33.5% | +54.4% | -20.9% | +9.2% |
| YTD | +21.6% | +31.7% | -10.1% | +6.0% |
| 1Y | +27.6% | +22.4% | +5.1% | +14.8% |
| 3Y | +76.4% | +67.7% | +8.7% | +28.6% |
| 5Y | +103.8% | +15.7% | +88.1% | +76.6% |
| 10Y | +455.5% | +308.7% | +146.8% | +128.8% |
| All | +455.5% | +312.5% | +143.0% | +128.8% |
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