+207.2%
C vs BR
+275.8%
-68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +4.7% | -1.3% | +6.0% | +5.4% |
| 30D | +0.2% | +13.7% | -13.5% | -6.5% |
| 3M | -9.3% | +13.8% | -23.1% | -15.8% |
| 6M | -0.8% | +29.7% | -30.6% | -15.1% |
| YTD | +8.5% | -12.6% | +21.1% | +14.5% |
| 1Y | +23.1% | -12.4% | +35.5% | +29.7% |
| 3Y | +220.8% | +14.1% | +206.7% | +185.1% |
| 5Y | +112.4% | +18.7% | +93.7% | +79.4% |
| All | +207.2% | +275.8% | -68.6% | +45.3% |
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