+193.4%
B vs A
+237.5%
-44.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.0% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | +1.4% | +0.6% | +0.7% | +1.2% |
| 3M | +12.2% | +10.9% | +1.3% | +10.0% |
| 6M | -2.1% | +28.2% | -30.3% | -6.9% |
| YTD | +2.9% | +8.6% | -5.6% | +0.9% |
| 1Y | +55.3% | +15.5% | +39.8% | +50.2% |
| 3Y | +198.7% | +31.8% | +166.9% | +179.6% |
| 5Y | +153.8% | -14.9% | +168.6% | +151.1% |
| 10Y | +193.4% | +237.8% | -44.4% | +155.3% |
| All | +193.4% | +237.5% | -44.0% | +155.3% |
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