+444.2%
V vs T
+56.1%
+388.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +9.5% | -1.7% | +11.2% | +9.9% |
| 3M | +16.7% | -7.3% | +24.0% | +19.0% |
| 6M | +32.9% | -11.2% | +44.1% | +37.1% |
| YTD | +21.1% | -8.1% | +29.1% | +22.3% |
| 1Y | +26.6% | -8.0% | +34.7% | +27.8% |
| 3Y | +78.4% | +62.1% | +16.2% | +41.3% |
| 5Y | +105.5% | +55.7% | +49.8% | +60.1% |
| 10Y | +444.2% | +54.1% | +390.1% | +316.4% |
| All | +444.2% | +56.1% | +388.2% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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