+122.6%
B vs PL
+46.6%
+75.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.5% | -10.3% | +2.9% |
| 7D | +11.3% | +10.9% | +0.4% | +10.1% |
| 30D | +2.9% | -16.4% | +19.3% | +4.3% |
| 3M | -2.9% | -39.9% | +37.1% | +1.1% |
| 6M | -1.2% | -63.2% | +62.0% | +6.6% |
| YTD | -1.3% | -27.1% | +25.8% | -0.1% |
| 1Y | +30.4% | +12.2% | +18.2% | +27.3% |
| 3Y | +195.3% | +584.3% | -389.0% | +140.0% |
| 5Y | +146.2% | +37.0% | +109.2% | +120.6% |
| All | +122.6% | +46.6% | +75.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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