+77.6%
V vs U
+81.5%
-3.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +2.2% | +36.6% | -34.4% | +0.5% |
| 30D | +13.6% | +13.3% | +0.3% | +12.8% |
| 3M | +14.3% | +26.2% | -11.9% | +12.8% |
| 6M | +33.1% | +88.7% | -55.6% | +28.3% |
| YTD | +21.2% | +16.6% | +4.7% | +19.2% |
| 1Y | +26.4% | +29.0% | -2.5% | +23.4% |
| 3Y | +77.6% | +99.5% | -21.9% | +64.9% |
| All | +77.6% | +81.5% | -3.9% | +64.9% |
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