+208.6%
B vs A
+312.5%
-103.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.9% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -3.3% | +4.3% | -7.6% | -4.1% |
| 3M | -2.5% | +19.8% | -22.3% | -5.8% |
| 6M | -7.2% | +54.4% | -61.6% | -14.8% |
| YTD | -7.4% | +31.7% | -39.1% | -12.5% |
| 1Y | +16.4% | +22.4% | -6.0% | +11.4% |
| 3Y | +178.7% | +67.7% | +111.0% | +149.6% |
| 5Y | +121.7% | +15.7% | +106.0% | +108.4% |
| 10Y | +208.6% | +308.7% | -100.1% | +164.1% |
| All | +208.6% | +312.5% | -103.9% | +164.1% |
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