+455.5%
V vs M
-3.0%
+458.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.8% | +5.0% | -4.2% | +0.1% |
| 30D | +9.9% | +10.6% | -0.7% | +8.3% |
| 3M | +17.5% | +1.6% | +15.9% | +17.0% |
| 6M | +33.5% | +30.8% | +2.6% | +27.8% |
| YTD | +21.6% | +16.9% | +4.7% | +17.9% |
| 1Y | +27.6% | +26.3% | +1.3% | +22.2% |
| 3Y | +76.4% | +158.6% | -82.2% | +47.2% |
| 5Y | +103.8% | +2.1% | +101.7% | +87.4% |
| 10Y | +455.5% | -4.3% | +459.8% | +315.5% |
| All | +455.5% | -3.0% | +458.5% | +315.5% |
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