+136.3%
B vs S
-48.9%
+185.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.8% |
| 7D | +11.3% | +1.6% | +9.8% | +11.2% |
| 30D | +2.9% | -10.5% | +13.4% | +3.4% |
| 3M | -2.9% | +9.9% | -12.8% | -3.6% |
| 6M | -1.2% | +41.8% | -43.0% | -3.5% |
| YTD | -1.3% | +56.8% | -58.1% | -4.5% |
| 1Y | +30.4% | +39.0% | -8.6% | +27.1% |
| 3Y | +195.3% | +53.8% | +141.4% | +184.4% |
| 5Y | +146.2% | -68.6% | +214.8% | +139.4% |
| All | +136.3% | -48.9% | +185.1% | +124.7% |
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