+207.0%
C vs P
+652.0%
-445.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +4.2% | +11.6% | -7.5% | +1.6% |
| 30D | +2.0% | -23.7% | +25.7% | +7.3% |
| 3M | -10.1% | -8.0% | -2.1% | -10.1% |
| 6M | +1.0% | +27.9% | -26.9% | -7.8% |
| YTD | +8.5% | +61.2% | -52.7% | -7.2% |
| 1Y | +25.7% | +28.6% | -2.9% | +11.2% |
| 3Y | +216.0% | +200.5% | +15.5% | +107.3% |
| 5Y | +112.3% | +282.9% | -170.6% | +23.8% |
| All | +207.0% | +652.0% | -445.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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