+72.2%
V vs B
+153.8%
-81.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.7% | -1.6% | -0.1% | -1.6% |
| 30D | +2.0% | +9.4% | -7.5% | +1.2% |
| 3M | +17.4% | +5.0% | +12.4% | +16.8% |
| 6M | +17.5% | -3.5% | +21.0% | +17.6% |
| YTD | +7.6% | +4.5% | +3.1% | +6.7% |
| 1Y | +7.7% | +67.8% | -60.1% | +1.7% |
| 3Y | +54.7% | +196.7% | -142.0% | +35.8% |
| All | +72.2% | +153.8% | -81.6% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling