+454.5%
V vs B
+184.6%
+269.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.7% |
| 7D | +0.6% | +7.1% | -6.5% | 0.0% |
| 30D | +9.7% | -3.3% | +13.1% | +9.9% |
| 3M | +17.3% | -2.5% | +19.8% | +17.3% |
| 6M | +33.2% | -7.2% | +40.4% | +33.4% |
| YTD | +21.3% | -7.4% | +28.7% | +21.1% |
| 1Y | +27.3% | +16.4% | +10.9% | +24.5% |
| 3Y | +76.1% | +178.7% | -102.6% | +56.8% |
| 5Y | +103.5% | +121.7% | -18.2% | +82.6% |
| 10Y | +454.5% | +208.6% | +245.8% | +390.1% |
| All | +454.5% | +184.6% | +269.8% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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