+67.7%
V vs BR
+7.6%
+60.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.9% | -5.0% | +2.1% | -0.7% |
| 30D | +1.9% | -2.5% | +4.3% | +2.9% |
| 3M | +13.2% | +13.5% | -0.3% | +6.4% |
| 6M | +16.7% | -9.4% | +26.1% | +21.3% |
| YTD | +5.4% | -23.3% | +28.7% | +18.1% |
| 1Y | +7.7% | -31.6% | +39.3% | +27.8% |
| 3Y | +52.0% | -5.1% | +57.1% | +51.6% |
| 5Y | +67.7% | +8.2% | +59.5% | +49.3% |
| All | +67.7% | +7.6% | +60.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling