+742.1%
D vs A
+457.0%
+285.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -1.9% | +3.4% | +1.7% |
| 30D | -2.6% | +6.9% | -9.5% | -3.4% |
| 3M | 0.0% | +9.2% | -9.2% | -1.2% |
| 6M | +7.4% | +25.7% | -18.3% | +3.9% |
| YTD | +15.9% | +11.5% | +4.3% | +13.7% |
| 1Y | +18.1% | +18.4% | -0.2% | +14.9% |
| 3Y | +58.4% | +26.6% | +31.8% | +51.5% |
| 5Y | +5.2% | -12.8% | +18.0% | +4.4% |
| 10Y | +35.9% | +247.2% | -211.3% | +15.1% |
| All | +742.1% | +457.0% | +285.0% | +532.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded A 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling