+78.4%
V vs C
+215.4%
-137.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +9.5% | -5.4% | +14.9% | +11.0% |
| 3M | +16.7% | -9.2% | +25.8% | +19.4% |
| 6M | +32.9% | -1.8% | +34.8% | +32.5% |
| YTD | +21.1% | +6.7% | +14.4% | +17.0% |
| 1Y | +26.6% | +23.5% | +3.1% | +16.7% |
| 3Y | +78.4% | +219.8% | -141.4% | +32.5% |
| All | +78.4% | +215.4% | -137.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling