+218.3%
C vs D
+47.5%
+170.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -5.3% | +9.0% | -14.3% | -8.4% |
| 3M | -8.0% | +1.0% | -9.0% | -8.5% |
| 6M | -0.3% | +11.0% | -11.2% | -4.7% |
| YTD | +8.6% | +19.8% | -11.1% | +0.4% |
| 1Y | +25.8% | +16.0% | +9.9% | +17.5% |
| 3Y | +221.2% | +74.4% | +146.8% | +148.3% |
| 5Y | +113.6% | +13.5% | +100.0% | +95.9% |
| 10Y | +218.3% | +48.4% | +170.0% | +217.7% |
| All | +218.3% | +47.5% | +170.9% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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