+484.0%
V vs AR
+57.4%
+426.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | +7.4% | -6.5% | +0.3% |
| 30D | +9.0% | +5.8% | +3.2% | +8.3% |
| 3M | +16.7% | +5.2% | +11.5% | +16.0% |
| 6M | +33.4% | +5.4% | +28.0% | +32.4% |
| YTD | +22.4% | +12.4% | +9.9% | +20.3% |
| 1Y | +27.7% | +12.8% | +14.9% | +25.4% |
| 3Y | +78.0% | +47.2% | +30.8% | +68.3% |
| 5Y | +108.5% | +101.1% | +7.4% | +88.4% |
| All | +484.0% | +57.4% | +426.7% | +392.3% |
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