+56.4%
V vs U
+13.4%
+43.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | +2.0% | +17.5% | -15.5% | +1.0% |
| 3M | +17.4% | +38.7% | -21.4% | +15.1% |
| 6M | +17.5% | +104.4% | -86.9% | +12.7% |
| YTD | +7.6% | -5.7% | +13.3% | +7.1% |
| 1Y | +7.7% | +3.7% | +4.0% | +6.2% |
| All | +56.4% | +13.4% | +43.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling