+99.1%
V vs ALL
+143.1%
-44.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.3% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | +13.6% | +13.8% | -0.2% | +9.3% |
| 3M | +14.3% | -7.0% | +21.3% | +16.6% |
| 6M | +33.1% | +18.0% | +15.1% | +26.4% |
| YTD | +21.2% | +24.2% | -3.0% | +13.2% |
| 1Y | +26.4% | +31.2% | -4.7% | +16.2% |
| 3Y | +77.6% | +107.5% | -30.0% | +44.2% |
| All | +99.1% | +143.1% | -44.0% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling