+3,309.9%
V vs M
+98.5%
+3,211.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -2.1% |
| 7D | +2.9% | -2.1% | +5.1% | +3.4% |
| 30D | +14.0% | +7.7% | +6.3% | +12.3% |
| 3M | +14.9% | -4.4% | +19.2% | +15.6% |
| 6M | +31.7% | +27.5% | +4.2% | +24.4% |
| YTD | +21.2% | +12.8% | +8.5% | +16.8% |
| 1Y | +25.3% | +20.7% | +4.5% | +18.8% |
| 3Y | +77.5% | +111.3% | -33.8% | +42.2% |
| 5Y | +102.6% | -6.3% | +108.9% | +81.9% |
| 10Y | +464.3% | +1.5% | +462.8% | +310.1% |
| All | +3,309.9% | +98.5% | +3,211.3% | +1,600.6% |
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