+103.0%
V vs COMP
-56.6%
+159.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -2.5% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | +14.0% | -0.8% | +14.8% | +14.0% |
| 3M | +14.9% | -28.1% | +43.0% | +17.8% |
| 6M | +31.7% | +27.0% | +4.7% | +27.9% |
| YTD | +21.2% | -12.8% | +34.0% | +20.9% |
| 1Y | +25.3% | +4.9% | +20.4% | +22.8% |
| 3Y | +77.5% | +321.0% | -243.5% | +47.1% |
| 5Y | +102.6% | -25.6% | +128.2% | +86.0% |
| All | +103.0% | -56.6% | +159.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling