+455.5%
V vs RF
+248.4%
+207.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +9.9% | +6.2% | +3.8% | +7.8% |
| 3M | +17.5% | -7.8% | +25.4% | +20.7% |
| 6M | +33.5% | +5.9% | +27.5% | +30.7% |
| YTD | +21.6% | +9.0% | +12.5% | +17.5% |
| 1Y | +27.6% | +19.3% | +8.3% | +19.6% |
| 3Y | +76.4% | +116.4% | -40.0% | +32.4% |
| 5Y | +103.8% | +46.0% | +57.8% | +70.3% |
| 10Y | +455.5% | +239.8% | +215.7% | +267.3% |
| All | +455.5% | +248.4% | +207.1% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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