+77.6%
V vs AR
+20.9%
+56.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -3.0% |
| 7D | +2.9% | -11.7% | +14.6% | +3.7% |
| 30D | +14.0% | +1.8% | +12.2% | +13.7% |
| 3M | +14.9% | +6.0% | +8.9% | +14.1% |
| 6M | +31.7% | -7.0% | +38.8% | +32.0% |
| YTD | +21.2% | +5.6% | +15.6% | +19.8% |
| 1Y | +25.3% | +10.8% | +14.5% | +23.0% |
| All | +77.6% | +20.9% | +56.6% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling