+321.8%
A vs M
-6.5%
+328.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.1% | -3.3% | +3.2% | +0.3% |
| 30D | +3.3% | +8.1% | -4.8% | +2.0% |
| 3M | +18.5% | +2.2% | +16.3% | +17.9% |
| 6M | +59.3% | +35.1% | +24.2% | +52.1% |
| YTD | +31.0% | +15.8% | +15.2% | +27.3% |
| 1Y | +19.3% | +25.8% | -6.5% | +14.5% |
| 3Y | +66.8% | +156.2% | -89.4% | +42.4% |
| 5Y | +15.5% | -2.4% | +17.8% | +7.0% |
| All | +321.8% | -6.5% | +328.3% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling