+444.2%
V vs C
+229.8%
+214.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | +9.5% | -5.4% | +14.9% | +11.8% |
| 3M | +16.7% | -9.2% | +25.8% | +20.8% |
| 6M | +32.9% | -1.8% | +34.8% | +32.6% |
| YTD | +21.1% | +6.7% | +14.4% | +15.7% |
| 1Y | +26.6% | +23.5% | +3.1% | +13.7% |
| 3Y | +78.4% | +219.8% | -141.4% | +3.8% |
| 5Y | +105.5% | +112.4% | -6.9% | +40.1% |
| 10Y | +444.2% | +220.1% | +224.2% | +223.5% |
| All | +444.2% | +229.8% | +214.4% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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