+484.0%
V vs BR
+277.7%
+206.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +0.9% | +1.1% | -0.2% | +0.3% |
| 30D | +9.0% | +14.4% | -5.4% | +1.0% |
| 3M | +16.7% | +12.4% | +4.3% | +8.9% |
| 6M | +33.4% | +35.4% | -2.0% | +11.0% |
| YTD | +22.4% | -12.2% | +34.5% | +29.6% |
| 1Y | +27.7% | -12.7% | +40.4% | +35.9% |
| 3Y | +78.0% | +14.3% | +63.7% | +57.7% |
| 5Y | +108.5% | +19.3% | +89.2% | +75.2% |
| All | +484.0% | +277.7% | +206.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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