+449.7%
V vs TAP
-49.3%
+499.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +13.6% | +9.1% | +4.4% | +10.8% |
| 3M | +14.3% | -3.8% | +18.1% | +15.2% |
| 6M | +33.1% | -3.4% | +36.5% | +33.7% |
| YTD | +21.2% | -10.6% | +31.9% | +23.6% |
| 1Y | +26.4% | -4.4% | +30.8% | +26.2% |
| 3Y | +77.6% | -24.4% | +102.0% | +87.1% |
| 5Y | +102.6% | +2.1% | +100.5% | +91.0% |
| All | +449.7% | -49.3% | +499.0% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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