+374.9%
V vs BG
+171.4%
+203.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.0% | +3.7% | -6.8% | -3.8% |
| 30D | +1.2% | +12.3% | -11.1% | -1.3% |
| 3M | +13.9% | -2.2% | +16.1% | +14.0% |
| 6M | +17.2% | +5.3% | +11.9% | +15.1% |
| YTD | +5.3% | +42.4% | -37.1% | -3.7% |
| 1Y | +9.5% | +55.2% | -45.7% | -2.3% |
| 3Y | +51.9% | +21.0% | +31.0% | +41.6% |
| 5Y | +69.6% | +87.1% | -17.6% | +37.3% |
| All | +374.9% | +171.4% | +203.5% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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