+376.8%
V vs A
+237.5%
+139.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.6% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | +1.9% | +0.6% | +1.3% | +1.4% |
| 3M | +15.5% | +10.9% | +4.6% | +10.0% |
| 6M | +16.6% | +28.2% | -11.5% | +2.9% |
| YTD | +5.7% | +8.6% | -2.8% | +0.2% |
| 1Y | +8.6% | +15.5% | -7.0% | -0.6% |
| 3Y | +52.5% | +31.8% | +20.7% | +23.6% |
| 5Y | +67.1% | -14.9% | +82.0% | +68.4% |
| 10Y | +376.8% | +237.8% | +139.0% | +115.4% |
| All | +376.8% | +237.5% | +139.3% | +115.4% |
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