+55.7%
V vs AS
+133.7%
-78.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.9% |
| 7D | +2.9% | +7.1% | -4.2% | +2.2% |
| 30D | +14.0% | +12.8% | +1.2% | +12.6% |
| 3M | +14.9% | -14.7% | +29.6% | +16.6% |
| 6M | +31.7% | -9.9% | +41.7% | +32.7% |
| YTD | +21.2% | -16.1% | +37.4% | +22.7% |
| 1Y | +25.3% | +0.2% | +25.1% | +24.0% |
| All | +55.7% | +133.7% | -78.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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