+186.7%
B vs M
-4.2%
+190.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.6% |
| 7D | +9.6% | -4.3% | +13.9% | +9.6% |
| 30D | +3.5% | +1.3% | +2.2% | +3.5% |
| 3M | -1.6% | -7.4% | +5.8% | -1.5% |
| 6M | -1.7% | +18.3% | -20.0% | -1.7% |
| YTD | -5.3% | +7.6% | -12.9% | -5.4% |
| 1Y | +27.2% | +17.4% | +9.8% | +27.2% |
| 3Y | +166.1% | +108.4% | +57.8% | +167.7% |
| 5Y | +136.5% | -10.6% | +147.1% | +134.1% |
| All | +186.7% | -4.2% | +190.8% | +181.7% |
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