+454.5%
V vs M
-3.0%
+457.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.6% | +5.0% | -4.4% | -0.1% |
| 30D | +9.7% | +10.6% | -0.9% | +8.1% |
| 3M | +17.3% | +1.6% | +15.7% | +16.8% |
| 6M | +33.2% | +30.8% | +2.4% | +27.6% |
| YTD | +21.3% | +16.9% | +4.4% | +17.6% |
| 1Y | +27.3% | +26.3% | +1.1% | +22.0% |
| 3Y | +76.1% | +158.6% | -82.5% | +46.9% |
| 5Y | +103.5% | +2.1% | +101.4% | +87.1% |
| 10Y | +454.5% | -4.3% | +458.8% | +314.7% |
| All | +454.5% | -3.0% | +457.5% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling