+3,313.2%
V vs IT
+849.3%
+2,463.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.6% | -7.5% | +8.1% | +3.4% |
| 30D | +9.7% | -1.2% | +10.9% | +9.5% |
| 3M | +17.3% | -2.2% | +19.5% | +16.5% |
| 6M | +33.2% | +19.1% | +14.1% | +19.9% |
| YTD | +21.3% | -25.1% | +46.5% | +27.5% |
| 1Y | +27.3% | -17.4% | +44.7% | +28.5% |
| 3Y | +76.1% | -54.1% | +130.2% | +115.7% |
| 5Y | +103.5% | -42.7% | +146.1% | +120.7% |
| 10Y | +454.5% | +88.1% | +366.3% | +241.1% |
| All | +3,313.2% | +849.3% | +2,463.8% | +926.1% |
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