+374.8%
ALL vs P
+713.7%
-339.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -4.7% |
| 7D | -1.9% | -23.8% | +21.9% | -0.2% |
| 30D | +13.8% | -36.6% | +50.4% | +17.2% |
| 3M | -7.0% | +10.9% | -17.9% | -8.7% |
| 6M | +18.0% | +30.0% | -12.0% | +13.4% |
| YTD | +24.2% | +44.4% | -20.2% | +17.3% |
| 1Y | +31.2% | +3.9% | +27.2% | +27.3% |
| 3Y | +107.5% | +176.6% | -69.1% | +69.5% |
| 5Y | +144.8% | +249.3% | -104.5% | +87.5% |
| All | +374.8% | +713.7% | -339.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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