+216.9%
B vs A
+300.7%
-83.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -6.6% | +0.8% | -7.4% | -6.7% |
| 3M | -7.9% | +16.9% | -24.8% | -10.5% |
| 6M | -16.8% | +53.8% | -70.6% | -23.4% |
| YTD | -11.7% | +28.1% | -39.8% | -16.1% |
| 1Y | +3.5% | +15.0% | -11.6% | +0.2% |
| 3Y | +165.7% | +63.1% | +102.6% | +139.5% |
| 5Y | +108.4% | +11.5% | +97.0% | +97.3% |
| All | +216.9% | +300.7% | -83.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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