+27.1%
V vs PL
+8.6%
+18.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.5% | -14.6% | -0.1% |
| 7D | -0.8% | +10.9% | -11.7% | -0.8% |
| 30D | +9.5% | -16.4% | +25.9% | +9.6% |
| 3M | +16.7% | -39.9% | +56.6% | +16.9% |
| 6M | +32.9% | -63.2% | +96.1% | +33.9% |
| YTD | +21.1% | -27.1% | +48.2% | +14.9% |
| All | +27.1% | +8.6% | +18.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling