+462.5%
V vs P
+485.4%
-22.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -1.7% | +6.5% | -8.3% | -2.7% |
| 30D | +2.0% | +18.8% | -16.9% | -1.2% |
| 3M | +17.4% | +26.7% | -9.4% | +11.6% |
| 6M | +17.5% | +62.2% | -44.7% | +6.2% |
| YTD | +7.6% | +48.5% | -40.9% | -2.0% |
| 1Y | +7.7% | +26.4% | -18.7% | -0.8% |
| 3Y | +54.7% | +159.4% | -104.8% | +15.5% |
| 5Y | +73.0% | +275.8% | -202.7% | +15.7% |
| 10Y | +390.9% | +732.0% | -341.2% | +167.3% |
| All | +462.5% | +485.4% | -22.9% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling