+2,926.4%
V vs M
+87.6%
+2,838.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -1.7% | +4.7% | -6.4% | -2.6% |
| 30D | +2.0% | -9.6% | +11.6% | +3.9% |
| 3M | +17.4% | +0.9% | +16.5% | +16.6% |
| 6M | +17.5% | +22.3% | -4.8% | +11.9% |
| YTD | +7.6% | +6.5% | +1.1% | +5.0% |
| 1Y | +7.7% | +38.8% | -31.1% | -0.7% |
| 3Y | +54.7% | +115.9% | -61.2% | +23.2% |
| 5Y | +73.0% | +28.6% | +44.4% | +43.8% |
| 10Y | +390.9% | -2.5% | +393.4% | +259.1% |
| All | +2,926.4% | +87.6% | +2,838.8% | +1,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling