+236.7%
C vs U
-32.9%
+269.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.5% |
| 7D | -0.4% | +24.4% | -24.7% | -2.8% |
| 30D | -5.2% | +7.4% | -12.5% | -6.2% |
| 3M | -9.1% | +16.8% | -25.9% | -10.9% |
| 6M | -1.6% | +78.8% | -80.3% | -8.3% |
| YTD | +6.9% | +14.0% | -7.0% | +2.9% |
| 1Y | +23.0% | +16.7% | +6.2% | +17.8% |
| 3Y | +216.1% | +86.4% | +129.8% | +177.0% |
| 5Y | +112.2% | -71.5% | +183.7% | +86.8% |
| All | +236.7% | -32.9% | +269.6% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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