+99.1%
V vs S
-67.4%
+166.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +2.2% | -13.4% | +15.6% | +3.7% |
| 30D | +13.6% | -14.0% | +27.6% | +15.1% |
| 3M | +14.3% | +4.9% | +9.4% | +12.9% |
| 6M | +33.1% | +42.0% | -8.9% | +26.7% |
| YTD | +21.2% | +45.1% | -23.9% | +14.6% |
| 1Y | +26.4% | +33.1% | -6.6% | +20.4% |
| 3Y | +77.6% | +40.6% | +37.0% | +63.4% |
| All | +99.1% | -67.4% | +166.5% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling