+356.1%
ALL vs A
+237.5%
+118.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.6% |
| 7D | -1.7% | -2.1% | +0.3% | -1.2% |
| 30D | -4.7% | +0.6% | -5.3% | -5.0% |
| 3M | +18.4% | +10.9% | +7.5% | +14.5% |
| 6M | +20.5% | +28.2% | -7.7% | +10.8% |
| YTD | +23.5% | +8.6% | +15.0% | +19.2% |
| 1Y | +29.0% | +15.5% | +13.5% | +21.5% |
| 3Y | +153.7% | +31.8% | +121.9% | +119.1% |
| 5Y | +114.8% | -14.9% | +129.7% | +116.0% |
| 10Y | +356.1% | +237.8% | +118.3% | +174.7% |
| All | +356.1% | +237.5% | +118.7% | +174.7% |
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