+108.8%
V vs M
+1.1%
+107.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +17.5% | +1.6% | +15.9% | +17.0% |
| 6M | +33.5% | +30.8% | +2.6% | +27.9% |
| YTD | +21.6% | +16.9% | +4.7% | +18.0% |
| 1Y | +27.6% | +26.3% | +1.3% | +22.4% |
| 3Y | +76.4% | +158.6% | -82.2% | +45.1% |
| All | +108.8% | +1.1% | +107.7% | +94.4% |
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