+384.8%
V vs IT
+88.4%
+296.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.2% |
| 7D | -2.9% | -9.1% | +6.2% | 0.0% |
| 30D | +1.9% | -12.2% | +14.0% | +5.9% |
| 3M | +13.2% | +7.8% | +5.4% | +8.2% |
| 6M | +16.7% | +2.0% | +14.7% | +12.4% |
| YTD | +5.4% | -32.7% | +38.1% | +16.4% |
| 1Y | +7.7% | -31.1% | +38.8% | +16.7% |
| 3Y | +52.0% | -52.1% | +104.1% | +82.1% |
| 5Y | +67.7% | -46.3% | +114.0% | +85.9% |
| 10Y | +384.8% | +91.4% | +293.4% | +208.3% |
| All | +384.8% | +88.4% | +296.3% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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