+105.8%
V vs T
+56.9%
+49.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.7% |
| 30D | +6.3% | -2.9% | +9.3% | +6.8% |
| 3M | +17.2% | -7.5% | +24.7% | +18.5% |
| 6M | +29.2% | -9.9% | +39.1% | +31.3% |
| YTD | +20.8% | -6.4% | +27.2% | +21.0% |
| 1Y | +25.0% | -9.4% | +34.4% | +26.2% |
| 3Y | +75.3% | +64.9% | +10.4% | +53.6% |
| 5Y | +105.8% | +57.0% | +48.9% | +80.7% |
| All | +105.8% | +56.9% | +49.0% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling