+104.9%
V vs COMP
-52.0%
+156.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +9.0% | +16.6% | -7.6% | +7.4% |
| 3M | +16.7% | -23.5% | +40.2% | +19.0% |
| 6M | +33.4% | +25.7% | +7.7% | +29.9% |
| YTD | +22.4% | -3.4% | +25.8% | +20.8% |
| 1Y | +27.7% | +7.6% | +20.1% | +24.8% |
| 3Y | +78.0% | +423.6% | -345.6% | +44.4% |
| 5Y | +108.5% | -10.6% | +119.1% | +89.0% |
| All | +104.9% | -52.0% | +156.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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