+358.0%
ALL vs BR
+190.5%
+167.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.3% | -6.0% | +1.7% | -1.9% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | +13.2% | +16.4% | -3.2% | +5.9% |
| 6M | +22.5% | -8.2% | +30.7% | +25.8% |
| YTD | +22.7% | -23.2% | +45.9% | +35.5% |
| 1Y | +28.3% | -30.9% | +59.2% | +48.3% |
| 3Y | +152.0% | -5.0% | +157.0% | +152.4% |
| 5Y | +115.4% | +8.8% | +106.7% | +98.9% |
| All | +358.0% | +190.5% | +167.5% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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