+103.8%
V vs P
+256.4%
-152.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.8% | -13.3% | +14.1% | +1.8% |
| 30D | +9.9% | -34.0% | +43.9% | +13.3% |
| 3M | +17.5% | +4.1% | +13.4% | +16.0% |
| 6M | +33.5% | +30.5% | +3.0% | +27.9% |
| YTD | +21.6% | +52.2% | -30.6% | +13.8% |
| 1Y | +27.6% | +10.3% | +17.3% | +23.1% |
| 3Y | +76.4% | +180.9% | -104.5% | +37.5% |
| 5Y | +103.8% | +259.7% | -155.9% | +45.5% |
| All | +103.8% | +256.4% | -152.6% | +45.5% |
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