+122.4%
V vs NET
+1,449.6%
-1,327.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -1.7% | -7.0% | +5.3% | -1.0% |
| 30D | +2.0% | -4.8% | +6.8% | +2.2% |
| 3M | +17.4% | +3.8% | +13.5% | +16.4% |
| 6M | +17.5% | +50.0% | -32.5% | +10.9% |
| YTD | +7.6% | +41.5% | -33.9% | +1.8% |
| 1Y | +7.7% | +32.8% | -25.1% | +2.1% |
| 3Y | +54.7% | +335.9% | -281.2% | +25.2% |
| 5Y | +73.0% | +113.8% | -40.8% | +40.2% |
| All | +122.4% | +1,449.6% | -1,327.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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