+89.7%
V vs S
-51.7%
+141.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.7% |
| 30D | +9.0% | -2.7% | +11.7% | +9.0% |
| 3M | +16.7% | -6.9% | +23.6% | +16.9% |
| 6M | +33.4% | +38.1% | -4.6% | +27.7% |
| YTD | +22.4% | +48.0% | -25.6% | +15.7% |
| 1Y | +27.7% | +34.5% | -6.8% | +21.7% |
| 3Y | +78.0% | +38.3% | +39.7% | +65.1% |
| 5Y | +108.5% | -70.9% | +179.4% | +107.0% |
| All | +89.7% | -51.7% | +141.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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