+241.6%
C vs U
-33.1%
+274.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +4.7% | +2.8% | +1.9% | +4.4% |
| 30D | +0.2% | +7.6% | -7.4% | -0.9% |
| 3M | -9.3% | +12.7% | -22.0% | -10.9% |
| 6M | -0.8% | +87.0% | -87.8% | -8.1% |
| YTD | +8.5% | +13.6% | -5.1% | +4.5% |
| 1Y | +23.1% | +25.3% | -2.2% | +17.1% |
| 3Y | +220.8% | +85.8% | +135.0% | +181.2% |
| 5Y | +112.4% | -74.5% | +186.9% | +86.3% |
| All | +241.6% | -33.1% | +274.7% | +215.5% |
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