+41.1%
AR vs BR
+190.5%
-149.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | -6.0% | +4.7% | +1.8% |
| 30D | +3.5% | -0.9% | +4.4% | +3.8% |
| 3M | +9.9% | +16.4% | -6.5% | +0.6% |
| 6M | +4.5% | -8.2% | +12.7% | +7.9% |
| YTD | +13.7% | -23.2% | +36.9% | +28.5% |
| 1Y | +19.2% | -30.9% | +50.2% | +43.0% |
| 3Y | +46.2% | -5.0% | +51.1% | +42.6% |
| 5Y | +145.9% | +8.8% | +137.1% | +115.1% |
| All | +41.1% | +190.5% | -149.4% | -20.3% |
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