+55.5%
AR vs M
-5.1%
+60.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +2.1% | -3.3% | +5.4% | +3.0% |
| 30D | +4.5% | +8.1% | -3.6% | +1.6% |
| 3M | +1.0% | +2.2% | -1.2% | -0.7% |
| 6M | +4.4% | +35.1% | -30.7% | -6.5% |
| YTD | +10.9% | +15.8% | -4.9% | +2.4% |
| 1Y | +8.6% | +25.8% | -17.3% | -2.7% |
| 3Y | +48.5% | +156.2% | -107.7% | -4.0% |
| 5Y | +95.7% | -2.4% | +98.1% | +61.9% |
| 10Y | +55.5% | -7.1% | +62.6% | -11.3% |
| All | +55.5% | -5.1% | +60.6% | -11.3% |
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