+2,926.4%
V vs IT
+836.8%
+2,089.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | +0.7% |
| 7D | -1.7% | -6.0% | +4.3% | +0.4% |
| 30D | +2.0% | 0.0% | +2.0% | +1.6% |
| 3M | +17.4% | +13.1% | +4.3% | +9.7% |
| 6M | +17.5% | +11.7% | +5.8% | +8.9% |
| YTD | +7.6% | -26.1% | +33.7% | +15.0% |
| 1Y | +7.7% | -21.3% | +29.0% | +11.1% |
| 3Y | +54.7% | -46.7% | +101.4% | +78.8% |
| 5Y | +73.0% | -40.5% | +113.6% | +86.4% |
| 10Y | +390.9% | +103.9% | +287.0% | +194.9% |
| All | +2,926.4% | +836.8% | +2,089.6% | +825.3% |
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 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