+291.5%
C vs BR
+190.5%
+101.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | -6.0% | +6.2% | +3.4% |
| 30D | +2.0% | -0.9% | +2.9% | +2.2% |
| 3M | +4.4% | +16.4% | -12.0% | -4.7% |
| 6M | +28.3% | -8.2% | +36.5% | +32.4% |
| YTD | +20.5% | -23.2% | +43.7% | +36.2% |
| 1Y | +45.5% | -30.9% | +76.5% | +74.9% |
| 3Y | +274.0% | -5.0% | +279.0% | +269.0% |
| 5Y | +136.1% | +8.8% | +127.4% | +108.2% |
| All | +291.5% | +190.5% | +101.0% | +124.8% |
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