+3,306.4%
V vs A
+834.7%
+2,471.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.5% |
| 7D | -0.8% | +4.8% | -5.5% | -2.8% |
| 30D | +9.5% | +5.6% | +3.9% | +6.7% |
| 3M | +16.7% | +23.6% | -6.9% | +5.6% |
| 6M | +32.9% | +56.4% | -23.4% | +6.6% |
| YTD | +21.1% | +33.4% | -12.3% | +3.6% |
| 1Y | +26.6% | +23.7% | +2.9% | +12.0% |
| 3Y | +78.4% | +71.0% | +7.4% | +29.0% |
| 5Y | +105.5% | +16.8% | +88.6% | +73.9% |
| 10Y | +444.2% | +323.8% | +120.5% | +139.6% |
| All | +3,306.4% | +834.7% | +2,471.7% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling