+56.4%
V vs B
+198.7%
-142.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.6% |
| 30D | +2.0% | +9.4% | -7.5% | +1.5% |
| 3M | +17.4% | +5.0% | +12.4% | +17.1% |
| 6M | +17.5% | -3.5% | +21.0% | +17.8% |
| YTD | +7.6% | +4.5% | +3.1% | +7.2% |
| 1Y | +7.7% | +67.8% | -60.1% | +3.5% |
| All | +56.4% | +198.7% | -142.3% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling