+72.2%
V vs COMP
-31.2%
+103.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | +2.0% | -13.3% | +15.3% | +3.1% |
| 3M | +17.4% | +41.1% | -23.8% | +13.6% |
| 6M | +17.5% | +17.2% | +0.3% | +14.7% |
| YTD | +7.6% | +5.2% | +2.4% | +5.7% |
| 1Y | +7.7% | +18.9% | -11.2% | +4.3% |
| 3Y | +54.7% | +215.9% | -161.3% | +31.6% |
| All | +72.2% | -31.2% | +103.4% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling