+365.6%
ALL vs A
+315.9%
+49.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.9% |
| 7D | -1.9% | -0.1% | -1.9% | -2.0% |
| 30D | +13.8% | +3.4% | +10.4% | +12.6% |
| 3M | -7.0% | +23.8% | -30.8% | -12.8% |
| 6M | +18.0% | +49.0% | -31.0% | +4.1% |
| YTD | +24.2% | +29.4% | -5.2% | +13.8% |
| 1Y | +31.2% | +19.4% | +11.8% | +23.1% |
| 3Y | +107.5% | +66.2% | +41.3% | +66.7% |
| 5Y | +144.8% | +15.8% | +129.0% | +120.4% |
| All | +365.6% | +315.9% | +49.8% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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