+33.1%
V vs S
+39.0%
-5.9%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +2.2% | -13.4% | +15.6% | +2.6% |
| 30D | +13.6% | -14.0% | +27.6% | +14.1% |
| 3M | +14.3% | +4.9% | +9.4% | +13.7% |
| 6M | +33.1% | +42.0% | -8.9% | +30.0% |
| All | +33.1% | +39.0% | -5.9% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling