+208.6%
B vs ALL
+372.0%
-163.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.9% | -9.0% | -6.3% |
| 7D | +7.1% | -0.1% | +7.3% | +7.1% |
| 30D | -3.3% | +13.8% | -17.1% | -4.2% |
| 3M | -2.5% | -2.8% | +0.2% | -2.4% |
| 6M | -7.2% | +23.7% | -30.9% | -9.1% |
| YTD | -7.4% | +27.3% | -34.6% | -9.6% |
| 1Y | +16.4% | +30.5% | -14.1% | +13.2% |
| 3Y | +178.7% | +113.0% | +65.7% | +157.0% |
| 5Y | +121.7% | +157.6% | -35.9% | +100.7% |
| 10Y | +208.6% | +368.4% | -159.8% | +211.2% |
| All | +208.6% | +372.0% | -163.4% | +211.2% |
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