+218.3%
C vs B
+203.3%
+15.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -0.4% | -2.7% | +2.2% | -0.3% |
| 30D | -5.3% | -4.3% | -1.0% | -5.1% |
| 3M | -8.0% | -2.3% | -5.7% | -8.0% |
| 6M | -0.3% | -16.2% | +16.0% | +0.5% |
| YTD | +8.6% | -8.8% | +17.5% | +8.6% |
| 1Y | +25.8% | +11.4% | +14.5% | +24.5% |
| 3Y | +221.2% | +174.3% | +46.9% | +203.4% |
| 5Y | +113.6% | +116.2% | -2.6% | +101.1% |
| 10Y | +218.3% | +222.7% | -4.4% | +211.9% |
| All | +218.3% | +203.3% | +15.0% | +211.9% |
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