+99.1%
V vs M
-11.5%
+110.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.6% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | +13.6% | +1.3% | +12.3% | +13.4% |
| 3M | +14.3% | -7.4% | +21.7% | +15.3% |
| 6M | +33.1% | +18.3% | +14.8% | +29.4% |
| YTD | +21.2% | +7.6% | +13.7% | +19.0% |
| 1Y | +26.4% | +17.4% | +9.0% | +22.5% |
| 3Y | +77.6% | +108.4% | -30.8% | +51.2% |
| All | +99.1% | -11.5% | +110.5% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling