+190.2%
B vs M
-1.9%
+192.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | -1.6% | +4.7% | -6.3% | -1.6% |
| 30D | +9.4% | -9.6% | +19.1% | +9.5% |
| 3M | +5.0% | +0.9% | +4.1% | +5.0% |
| 6M | -3.5% | +22.3% | -25.8% | -3.6% |
| YTD | +4.5% | +6.5% | -2.1% | +4.4% |
| 1Y | +67.8% | +38.8% | +29.0% | +67.7% |
| 3Y | +196.7% | +115.9% | +80.8% | +198.4% |
| 5Y | +151.9% | +28.6% | +123.3% | +153.3% |
| All | +190.2% | -1.9% | +192.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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