+218.3%
C vs BR
+280.7%
-62.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.4% | +1.9% | -2.3% | -1.5% |
| 30D | -5.3% | +15.9% | -21.2% | -12.5% |
| 3M | -8.0% | +13.7% | -21.7% | -14.5% |
| 6M | -0.3% | +31.0% | -31.3% | -15.0% |
| YTD | +8.6% | -12.0% | +20.6% | +14.3% |
| 1Y | +25.8% | -11.5% | +37.3% | +31.8% |
| 3Y | +221.2% | +14.9% | +206.2% | +184.4% |
| 5Y | +113.6% | +20.1% | +93.5% | +79.2% |
| 10Y | +218.3% | +278.9% | -60.6% | +51.2% |
| All | +218.3% | +280.7% | -62.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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