+222.7%
B vs ALL
+371.2%
-148.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -2.7% | -2.6% | -0.1% | -2.5% |
| 30D | -4.3% | +12.7% | -17.1% | -5.1% |
| 3M | -2.3% | +0.4% | -2.7% | -2.4% |
| 6M | -16.2% | +23.8% | -40.0% | -17.9% |
| YTD | -8.8% | +27.8% | -36.6% | -11.1% |
| 1Y | +11.4% | +28.9% | -17.5% | +8.4% |
| 3Y | +174.3% | +113.9% | +60.4% | +152.8% |
| 5Y | +116.2% | +157.4% | -41.2% | +95.7% |
| 10Y | +222.7% | +369.0% | -146.2% | +224.5% |
| All | +222.7% | +371.2% | -148.4% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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