+88.0%
V vs S
-52.7%
+140.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +2.2% | -13.4% | +15.6% | +3.6% |
| 30D | +13.6% | -14.0% | +27.6% | +15.1% |
| 3M | +14.3% | +4.9% | +9.4% | +13.0% |
| 6M | +33.1% | +42.0% | -8.9% | +27.0% |
| YTD | +21.2% | +45.1% | -23.9% | +14.9% |
| 1Y | +26.4% | +33.1% | -6.6% | +20.7% |
| 3Y | +77.6% | +40.6% | +37.0% | +64.4% |
| 5Y | +102.6% | -67.5% | +170.1% | +100.7% |
| All | +88.0% | -52.7% | +140.7% | +90.2% |
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