+91.3%
V vs PL
+45.6%
+45.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.6% | +5.6% | -5.0% | +0.2% |
| 30D | +9.7% | -16.9% | +26.7% | +10.6% |
| 3M | +17.3% | -38.2% | +55.5% | +20.1% |
| 6M | +33.2% | -63.4% | +96.7% | +39.6% |
| YTD | +21.3% | -27.6% | +49.0% | +19.5% |
| 1Y | +27.3% | +6.6% | +20.8% | +21.2% |
| 3Y | +76.1% | +557.6% | -481.5% | +36.9% |
| 5Y | +103.5% | +39.5% | +64.0% | +61.2% |
| All | +91.3% | +45.6% | +45.7% | +49.1% |
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