+66.8%
V vs S
-56.8%
+123.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -1.7% | -7.7% | +6.0% | -0.9% |
| 30D | +2.0% | -5.3% | +7.3% | +2.3% |
| 3M | +17.4% | +20.3% | -2.9% | +14.6% |
| 6M | +17.5% | +47.4% | -29.9% | +11.9% |
| YTD | +7.6% | +32.5% | -24.9% | +3.4% |
| 1Y | +7.7% | +9.5% | -1.8% | +5.3% |
| 3Y | +54.7% | +15.5% | +39.1% | +46.6% |
| 5Y | +73.0% | -71.2% | +144.3% | +72.4% |
| All | +66.8% | -56.8% | +123.6% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling