+458.8%
V vs D
+47.5%
+411.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | +9.5% | +9.0% | +0.5% | +6.3% |
| 3M | +17.5% | +1.0% | +16.6% | +17.0% |
| 6M | +32.2% | +11.0% | +21.2% | +27.0% |
| YTD | +22.3% | +19.8% | +2.5% | +14.0% |
| 1Y | +26.8% | +16.0% | +10.8% | +19.4% |
| 3Y | +77.5% | +74.4% | +3.1% | +41.2% |
| 5Y | +110.1% | +13.5% | +96.5% | +96.5% |
| 10Y | +458.8% | +48.4% | +410.4% | +383.0% |
| All | +458.8% | +47.5% | +411.3% | +383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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