+707.7%
BE vs AR
+83.2%
+624.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | +20.5% | +6.4% | +14.1% | +18.8% |
| 30D | -23.4% | +3.1% | -26.5% | -24.0% |
| 3M | -14.9% | +3.3% | -18.1% | -16.0% |
| 6M | -28.1% | +6.6% | -34.6% | -30.3% |
| YTD | +132.4% | +12.3% | +120.1% | +119.4% |
| 1Y | +59.4% | +12.3% | +47.0% | +50.5% |
| 3Y | +1,815.8% | +50.4% | +1,765.4% | +1,579.6% |
| 5Y | +491.3% | +101.0% | +390.3% | +375.4% |
| All | +707.7% | +83.2% | +624.5% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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