+105.8%
V vs ALL
+161.8%
-56.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.7% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | +6.3% | +12.8% | -6.5% | +2.6% |
| 3M | +17.2% | +4.7% | +12.5% | +15.4% |
| 6M | +29.2% | +24.9% | +4.3% | +20.7% |
| YTD | +20.8% | +30.0% | -9.2% | +11.3% |
| 1Y | +25.0% | +29.9% | -4.9% | +15.1% |
| 3Y | +75.3% | +117.5% | -42.3% | +40.5% |
| 5Y | +105.8% | +161.7% | -55.8% | +53.3% |
| All | +105.8% | +161.8% | -56.0% | +53.3% |
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