+27.6%
V vs U
+21.4%
+6.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +0.8% | +24.4% | -23.6% | -0.1% |
| 30D | +9.9% | +7.4% | +2.6% | +9.6% |
| 3M | +17.5% | +16.8% | +0.7% | +16.7% |
| 6M | +33.5% | +78.8% | -45.3% | +29.9% |
| YTD | +21.6% | +14.0% | +7.6% | +21.5% |
| 1Y | +27.6% | +16.7% | +10.9% | +27.0% |
| All | +27.6% | +21.4% | +6.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling