+109.7%
V vs COMP
-52.8%
+162.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -3.9% | +3.2% |
| 7D | +9.0% | +9.5% | -0.5% | +8.1% |
| 30D | +18.1% | +8.1% | +10.0% | +17.2% |
| 3M | +18.3% | -16.3% | +34.7% | +19.8% |
| 6M | +34.1% | +42.2% | -8.1% | +28.9% |
| YTD | +25.2% | -5.0% | +30.2% | +24.0% |
| 1Y | +29.3% | +20.1% | +9.2% | +25.3% |
| 3Y | +83.4% | +358.4% | -275.1% | +50.8% |
| 5Y | +117.2% | -21.9% | +139.1% | +98.3% |
| All | +109.7% | -52.8% | +162.4% | +97.6% |
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