+222.7%
B vs D
+47.5%
+175.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -2.4% | -0.2% | -2.0% |
| 30D | -4.3% | +9.0% | -13.3% | -6.6% |
| 3M | -2.3% | +1.0% | -3.2% | -2.6% |
| 6M | -16.2% | +11.0% | -27.2% | -18.9% |
| YTD | -8.8% | +19.8% | -28.6% | -13.5% |
| 1Y | +11.4% | +16.0% | -4.6% | +6.5% |
| 3Y | +174.3% | +74.4% | +99.9% | +133.1% |
| 5Y | +116.2% | +13.5% | +102.6% | +103.2% |
| 10Y | +222.7% | +48.4% | +174.4% | +154.2% |
| All | +222.7% | +47.5% | +175.3% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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