+119.9%
V vs U
-29.6%
+149.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +0.9% |
| 7D | +0.9% | +2.6% | -1.6% | +0.7% |
| 30D | +9.0% | +27.6% | -18.6% | +6.9% |
| 3M | +16.7% | +15.3% | +1.4% | +15.2% |
| 6M | +33.4% | +96.4% | -63.0% | +26.1% |
| YTD | +22.4% | +19.6% | +2.8% | +18.8% |
| 1Y | +27.7% | +42.1% | -14.4% | +22.2% |
| 3Y | +78.0% | +87.5% | -9.6% | +60.5% |
| 5Y | +108.5% | -73.1% | +181.7% | +101.5% |
| All | +119.9% | -29.6% | +149.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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