+126.7%
B vs S
-52.7%
+179.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +9.6% | -13.4% | +23.0% | +10.3% |
| 30D | +3.5% | -14.0% | +17.5% | +4.2% |
| 3M | -1.6% | +4.9% | -6.4% | -2.1% |
| 6M | -1.7% | +42.0% | -43.7% | -4.0% |
| YTD | -5.3% | +45.1% | -50.5% | -8.0% |
| 1Y | +27.2% | +33.1% | -5.9% | +24.2% |
| 3Y | +166.1% | +40.6% | +125.5% | +157.4% |
| 5Y | +136.5% | -67.5% | +204.0% | +130.7% |
| All | +126.7% | -52.7% | +179.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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