+103.5%
V vs AR
+87.1%
+16.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | +0.6% | -5.8% | +6.4% | +1.2% |
| 30D | +9.7% | +4.8% | +4.9% | +9.0% |
| 3M | +17.3% | +1.5% | +15.8% | +16.8% |
| 6M | +33.2% | +4.7% | +28.5% | +32.0% |
| YTD | +21.3% | +9.2% | +12.1% | +19.1% |
| 1Y | +27.3% | +11.2% | +16.2% | +24.5% |
| 3Y | +76.1% | +46.2% | +29.8% | +63.0% |
| 5Y | +103.5% | +98.1% | +5.4% | +70.9% |
| All | +103.5% | +87.1% | +16.3% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling