+3,310.4%
V vs IT
+855.3%
+2,455.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.5% |
| 7D | +2.2% | -16.9% | +19.1% | +8.7% |
| 30D | +13.6% | +2.3% | +11.3% | +11.8% |
| 3M | +14.3% | +2.9% | +11.4% | +11.4% |
| 6M | +33.1% | +25.9% | +7.2% | +17.3% |
| YTD | +21.2% | -24.6% | +45.9% | +27.2% |
| 1Y | +26.4% | -16.0% | +42.5% | +26.8% |
| 3Y | +77.6% | -51.6% | +129.2% | +112.8% |
| 5Y | +102.6% | -42.6% | +145.2% | +119.7% |
| 10Y | +464.4% | +103.6% | +360.9% | +236.3% |
| All | +3,310.4% | +855.3% | +2,455.1% | +923.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling