+220.1%
C vs A
+328.7%
-108.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.0% |
| 7D | -0.9% | +4.8% | -5.7% | -3.1% |
| 30D | -5.4% | +5.6% | -11.0% | -7.9% |
| 3M | -9.2% | +23.6% | -32.8% | -18.6% |
| 6M | -1.8% | +56.4% | -58.2% | -23.0% |
| YTD | +6.7% | +33.4% | -26.7% | -9.5% |
| 1Y | +23.5% | +23.7% | -0.2% | +8.8% |
| 3Y | +219.8% | +71.0% | +148.8% | +125.8% |
| 5Y | +112.4% | +16.8% | +95.6% | +81.0% |
| 10Y | +220.1% | +323.8% | -103.7% | +32.6% |
| All | +220.1% | +328.7% | -108.6% | +32.6% |
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