+200.5%
B vs A
+328.7%
-128.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.6% |
| 7D | +11.3% | +4.8% | +6.6% | +10.3% |
| 30D | +2.9% | +5.6% | -2.7% | +1.9% |
| 3M | -2.9% | +23.6% | -26.5% | -6.7% |
| 6M | -1.2% | +56.4% | -57.6% | -9.4% |
| YTD | -1.3% | +33.4% | -34.7% | -7.0% |
| 1Y | +30.4% | +23.7% | +6.7% | +24.6% |
| 3Y | +195.3% | +71.0% | +124.3% | +163.9% |
| 5Y | +146.2% | +16.8% | +129.4% | +131.0% |
| 10Y | +200.5% | +323.8% | -123.3% | +172.5% |
| All | +200.5% | +328.7% | -128.3% | +172.5% |
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