+190.2%
B vs ALL
+368.3%
-178.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -1.5% | +10.9% | +9.5% |
| 3M | +5.0% | +23.6% | -18.6% | +2.9% |
| 6M | -3.5% | +22.3% | -25.9% | -5.4% |
| YTD | +4.5% | +26.5% | -22.1% | +1.9% |
| 1Y | +67.8% | +27.0% | +40.8% | +63.4% |
| 3Y | +196.7% | +149.6% | +47.1% | +168.3% |
| 5Y | +151.9% | +118.1% | +33.8% | +130.5% |
| All | +190.2% | +368.3% | -178.1% | +158.7% |
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