+99.1%
V vs P
+247.4%
-148.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +2.2% | -23.8% | +26.0% | +4.2% |
| 30D | +13.6% | -36.6% | +50.2% | +17.4% |
| 3M | +14.3% | +10.9% | +3.4% | +12.1% |
| 6M | +33.1% | +30.0% | +3.1% | +27.5% |
| YTD | +21.2% | +44.4% | -23.1% | +14.1% |
| 1Y | +26.4% | +3.9% | +22.5% | +22.6% |
| 3Y | +77.6% | +176.6% | -99.0% | +37.9% |
| All | +99.1% | +247.4% | -148.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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