+365.7%
ALL vs P
+705.1%
-339.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | 0.0% | +6.5% | -6.5% | -0.5% |
| 30D | -1.5% | +18.8% | -20.3% | -3.1% |
| 3M | +23.6% | +26.7% | -3.1% | +20.5% |
| 6M | +22.3% | +62.2% | -39.8% | +16.0% |
| YTD | +26.5% | +48.5% | -22.0% | +20.2% |
| 1Y | +27.0% | +26.4% | +0.6% | +21.4% |
| 3Y | +149.6% | +159.4% | -9.8% | +108.1% |
| 5Y | +118.1% | +275.8% | -157.7% | +67.4% |
| All | +365.7% | +705.1% | -339.4% | +202.8% |
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