+454.5%
V vs ALL
+372.0%
+82.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.1% |
| 7D | +0.6% | -0.1% | +0.8% | +0.6% |
| 30D | +9.7% | +13.8% | -4.1% | +3.7% |
| 3M | +17.3% | -2.8% | +20.1% | +18.5% |
| 6M | +33.2% | +23.7% | +9.5% | +20.5% |
| YTD | +21.3% | +27.3% | -5.9% | +8.0% |
| 1Y | +27.3% | +30.5% | -3.2% | +12.0% |
| 3Y | +76.1% | +113.0% | -36.9% | +21.0% |
| 5Y | +103.5% | +157.6% | -54.1% | +21.0% |
| 10Y | +454.5% | +368.4% | +86.1% | +182.1% |
| All | +454.5% | +372.0% | +82.5% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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