+368.4%
ALL vs A
+312.5%
+55.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +13.8% | +4.3% | +9.5% | +12.3% |
| 3M | -2.8% | +19.8% | -22.6% | -7.9% |
| 6M | +23.7% | +54.4% | -30.7% | +8.0% |
| YTD | +27.3% | +31.7% | -4.4% | +16.1% |
| 1Y | +30.5% | +22.4% | +8.1% | +21.6% |
| 3Y | +113.0% | +67.7% | +45.3% | +70.9% |
| 5Y | +157.6% | +15.7% | +141.8% | +132.8% |
| 10Y | +368.4% | +308.7% | +59.7% | +173.6% |
| All | +368.4% | +312.5% | +55.9% | +173.6% |
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