+90.4%
V vs PL
+41.8%
+48.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -0.4% | +22.3% | -22.6% | -1.5% |
| 30D | +6.3% | -8.3% | +14.6% | +6.6% |
| 3M | +17.2% | -43.3% | +60.4% | +20.5% |
| 6M | +29.2% | -65.8% | +95.1% | +36.0% |
| YTD | +20.8% | -29.5% | +50.3% | +19.1% |
| 1Y | +25.0% | +11.7% | +13.3% | +18.5% |
| 3Y | +75.3% | +540.6% | -465.3% | +36.5% |
| 5Y | +105.8% | +32.9% | +73.0% | +63.5% |
| All | +90.4% | +41.8% | +48.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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