+117.9%
V vs U
-34.9%
+152.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.9% | -18.1% | -4.3% |
| 7D | +2.9% | +24.3% | -21.3% | +1.2% |
| 30D | +14.0% | +8.6% | +5.5% | +13.1% |
| 3M | +14.9% | +37.6% | -22.7% | +11.8% |
| 6M | +31.7% | +78.5% | -46.7% | +25.4% |
| YTD | +21.2% | +10.5% | +10.7% | +18.4% |
| 1Y | +25.3% | +15.2% | +10.1% | +21.7% |
| 3Y | +77.5% | +76.6% | +0.9% | +60.7% |
| 5Y | +102.6% | -67.9% | +170.5% | +94.9% |
| All | +117.9% | -34.9% | +152.8% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling