+93.4%
V vs U
-44.5%
+137.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.4% |
| 30D | +2.0% | +17.5% | -15.5% | +0.6% |
| 3M | +17.4% | +38.7% | -21.4% | +14.2% |
| 6M | +17.5% | +104.4% | -86.9% | +10.6% |
| YTD | +7.6% | -5.7% | +13.3% | +6.6% |
| 1Y | +7.7% | +3.7% | +4.0% | +5.4% |
| 3Y | +54.7% | +12.3% | +42.3% | +45.5% |
| 5Y | +73.0% | -68.8% | +141.9% | +68.1% |
| All | +93.4% | -44.5% | +137.9% | +75.1% |
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