+365.7%
ALL vs M
-1.9%
+367.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.7% |
| 7D | 0.0% | +4.7% | -4.7% | -0.5% |
| 30D | -1.5% | -9.6% | +8.2% | -0.3% |
| 3M | +23.6% | +0.9% | +22.8% | +23.1% |
| 6M | +22.3% | +22.3% | +0.1% | +18.6% |
| YTD | +26.5% | +6.5% | +20.0% | +24.5% |
| 1Y | +27.0% | +38.8% | -11.8% | +20.5% |
| 3Y | +149.6% | +115.9% | +33.7% | +114.7% |
| 5Y | +118.1% | +28.6% | +89.5% | +93.4% |
| All | +365.7% | -1.9% | +367.6% | +256.9% |
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