+67.1%
V vs IT
-44.6%
+111.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | 0.0% |
| 7D | -1.1% | -9.1% | +8.0% | +1.1% |
| 30D | +1.9% | -7.0% | +8.9% | +3.4% |
| 3M | +15.5% | +7.6% | +7.9% | +11.9% |
| 6M | +16.6% | +2.1% | +14.5% | +13.7% |
| YTD | +5.7% | -31.6% | +37.3% | +14.5% |
| 1Y | +8.6% | -29.9% | +38.5% | +15.8% |
| 3Y | +52.5% | -51.3% | +103.8% | +77.7% |
| 5Y | +67.1% | -44.8% | +111.9% | +74.9% |
| All | +67.1% | -44.6% | +111.7% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling