+363.8%
ALL vs P
+748.5%
-384.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.8% |
| 7D | -3.9% | -9.6% | +5.8% | -3.3% |
| 30D | +10.6% | -33.4% | +44.1% | +13.5% |
| 3M | -4.6% | +14.2% | -18.8% | -6.5% |
| 6M | +20.2% | +31.6% | -11.4% | +15.5% |
| YTD | +23.7% | +53.5% | -29.8% | +16.3% |
| 1Y | +27.9% | +14.2% | +13.7% | +23.1% |
| 3Y | +109.2% | +190.5% | -81.4% | +70.4% |
| 5Y | +148.0% | +256.3% | -108.3% | +90.4% |
| 10Y | +363.8% | +707.9% | -344.1% | +198.5% |
| All | +363.8% | +748.5% | -384.7% | +198.5% |
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