+291.9%
C vs A
+246.7%
+45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +3.6% | -1.9% | +5.6% | +4.6% |
| 30D | +0.1% | +6.9% | -6.9% | -3.5% |
| 3M | +2.4% | +9.2% | -6.8% | -2.7% |
| 6M | +24.9% | +25.7% | -0.7% | +9.4% |
| YTD | +19.8% | +11.5% | +8.3% | +11.2% |
| 1Y | +44.9% | +18.4% | +26.5% | +29.1% |
| 3Y | +263.0% | +26.6% | +236.4% | +200.1% |
| 5Y | +129.5% | -12.8% | +142.3% | +129.9% |
| All | +291.9% | +246.7% | +45.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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