+117.1%
V vs U
-33.1%
+150.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.4% | +2.8% | -3.2% | -0.6% |
| 30D | +6.3% | +7.6% | -1.3% | +5.5% |
| 3M | +17.2% | +12.7% | +4.5% | +15.8% |
| 6M | +29.2% | +87.0% | -57.7% | +22.6% |
| YTD | +20.8% | +13.6% | +7.2% | +17.7% |
| 1Y | +25.0% | +25.3% | -0.3% | +20.8% |
| 3Y | +75.3% | +85.8% | -10.5% | +58.1% |
| 5Y | +105.8% | -74.5% | +180.3% | +99.7% |
| All | +117.1% | -33.1% | +150.2% | +93.3% |
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