+293.4%
C vs B
+194.1%
+99.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | +0.1% | +9.4% | -9.4% | -0.6% |
| 3M | +2.4% | +5.0% | -2.6% | +1.9% |
| 6M | +24.9% | -3.5% | +28.5% | +24.6% |
| YTD | +19.8% | +4.5% | +15.3% | +18.9% |
| 1Y | +44.9% | +67.8% | -22.9% | +40.6% |
| 3Y | +263.0% | +196.7% | +66.3% | +242.8% |
| 5Y | +129.5% | +151.9% | -22.4% | +116.0% |
| All | +293.4% | +194.1% | +99.4% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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