+218.3%
C vs P
+686.0%
-467.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.6% |
| 7D | -0.4% | -4.7% | +4.3% | +0.4% |
| 30D | -5.3% | -31.4% | +26.1% | +1.9% |
| 3M | -8.0% | -2.6% | -5.4% | -9.2% |
| 6M | -0.3% | +21.9% | -22.2% | -8.0% |
| YTD | +8.6% | +58.9% | -50.3% | -6.8% |
| 1Y | +25.8% | +21.7% | +4.1% | +12.7% |
| 3Y | +221.2% | +193.3% | +27.9% | +111.8% |
| 5Y | +113.6% | +275.1% | -161.6% | +25.1% |
| 10Y | +218.3% | +655.3% | -437.0% | +42.1% |
| All | +218.3% | +686.0% | -467.7% | +42.1% |
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