+207.0%
C vs A
+302.9%
-95.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +4.2% | -0.5% | +4.6% | +4.4% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -10.1% | +16.7% | -26.8% | -17.2% |
| 6M | +1.0% | +54.8% | -53.8% | -20.4% |
| YTD | +8.5% | +28.8% | -20.3% | -6.5% |
| 1Y | +25.7% | +19.3% | +6.4% | +12.7% |
| 3Y | +216.0% | +65.5% | +150.5% | +126.5% |
| 5Y | +112.3% | +12.1% | +100.2% | +84.7% |
| All | +207.0% | +302.9% | -95.8% | +28.6% |
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