+484.0%
V vs CB
+250.2%
+233.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | +0.9% | +2.9% | -2.0% | -0.6% |
| 30D | +9.0% | +7.3% | +1.7% | +5.1% |
| 3M | +16.7% | +9.4% | +7.3% | +11.4% |
| 6M | +33.4% | +19.6% | +13.8% | +21.3% |
| YTD | +22.4% | +21.5% | +0.9% | +10.0% |
| 1Y | +27.7% | +28.0% | -0.3% | +11.7% |
| 3Y | +78.0% | +74.9% | +3.1% | +30.9% |
| 5Y | +108.5% | +108.1% | +0.4% | +38.2% |
| All | +484.0% | +250.2% | +233.8% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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