+2,926.4%
V vs A
+681.4%
+2,245.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.7% | -1.9% | +0.2% | -0.9% |
| 30D | +2.0% | +6.9% | -4.9% | -1.3% |
| 3M | +17.4% | +9.2% | +8.1% | +12.1% |
| 6M | +17.5% | +25.7% | -8.2% | +3.8% |
| YTD | +7.6% | +11.5% | -3.9% | 0.0% |
| 1Y | +7.7% | +18.4% | -10.6% | -3.1% |
| 3Y | +54.7% | +26.6% | +28.1% | +28.5% |
| 5Y | +73.0% | -12.8% | +85.9% | +68.5% |
| 10Y | +390.9% | +247.2% | +143.7% | +136.8% |
| All | +2,926.4% | +681.4% | +2,245.0% | +858.6% |
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