+11,743.1%
COST vs B
+803.7%
+10,939.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -3.1% | -1.6% | -1.6% | -3.1% |
| 30D | -2.8% | +9.4% | -12.2% | -3.0% |
| 3M | -5.7% | +5.0% | -10.7% | -5.8% |
| 6M | -8.8% | -3.5% | -5.2% | -8.8% |
| YTD | +6.7% | +4.5% | +2.2% | +6.3% |
| 1Y | -3.6% | +67.8% | -71.4% | -5.2% |
| 3Y | +75.1% | +196.7% | -121.6% | +69.6% |
| 5Y | +108.9% | +151.9% | -43.0% | +102.6% |
| 10Y | +586.2% | +202.2% | +384.0% | +562.9% |
| All | +11,743.1% | +803.7% | +10,939.3% | +11,452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 all: compounded portfolio wealth divided by compounded B 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…
all analysis · Full analysis span regression · 6 months rolling