+383.5%
V vs T
+65.5%
+318.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | +2.0% | +11.4% | -9.4% | -1.8% |
| 3M | +17.4% | +14.3% | +3.1% | +11.6% |
| 6M | +17.5% | -9.3% | +26.8% | +21.0% |
| YTD | +7.6% | +7.1% | +0.5% | +3.7% |
| 1Y | +7.7% | -9.1% | +16.8% | +10.3% |
| 3Y | +54.7% | +105.3% | -50.7% | +12.5% |
| 5Y | +73.0% | +66.8% | +6.2% | +34.4% |
| All | +383.5% | +65.5% | +318.0% | +273.1% |
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