+99.1%
V vs IT
-43.2%
+142.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | +2.2% | -16.9% | +19.1% | +6.4% |
| 30D | +13.6% | +2.3% | +11.3% | +12.5% |
| 3M | +14.3% | +2.9% | +11.4% | +12.5% |
| 6M | +33.1% | +25.9% | +7.2% | +22.8% |
| YTD | +21.2% | -24.6% | +45.9% | +27.5% |
| 1Y | +26.4% | -16.0% | +42.5% | +28.5% |
| 3Y | +77.6% | -51.6% | +129.2% | +110.4% |
| All | +99.1% | -43.2% | +142.2% | +109.2% |
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