+108.8%
V vs BG
+22.9%
+85.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +0.8% | +5.0% | -4.2% | +0.3% |
| 30D | +9.9% | -3.2% | +13.2% | +10.3% |
| 3M | +17.5% | -11.2% | +28.7% | +18.8% |
| 6M | +33.5% | -19.4% | +52.9% | +36.2% |
| YTD | +21.6% | +13.6% | +7.9% | +17.2% |
| 1Y | +27.6% | +7.3% | +20.3% | +24.1% |
| 3Y | +76.4% | +3.8% | +72.6% | +70.5% |
| All | +108.8% | +22.9% | +85.9% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling