+449.7%
V vs AR
+44.3%
+405.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.2% | -14.3% | +16.4% | +3.5% |
| 30D | +13.6% | +1.4% | +12.2% | +13.3% |
| 3M | +14.3% | +3.4% | +10.9% | +13.7% |
| 6M | +33.1% | -2.1% | +35.2% | +32.9% |
| YTD | +21.2% | +4.7% | +16.5% | +20.0% |
| 1Y | +26.4% | +10.6% | +15.9% | +24.3% |
| 3Y | +77.6% | +24.6% | +53.0% | +70.4% |
| 5Y | +102.6% | +71.9% | +30.7% | +85.5% |
| All | +449.7% | +44.3% | +405.4% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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