+35.3%
D vs A
+237.5%
-202.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.3% |
| 7D | +0.8% | -2.1% | +2.8% | +1.3% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +2.1% | +10.9% | -8.8% | -0.9% |
| 6M | +6.8% | +28.2% | -21.3% | -0.9% |
| YTD | +16.5% | +8.6% | +8.0% | +12.8% |
| 1Y | +19.2% | +15.5% | +3.6% | +12.8% |
| 3Y | +61.9% | +31.8% | +30.1% | +42.9% |
| 5Y | +6.5% | -14.9% | +21.4% | +6.9% |
| 10Y | +35.3% | +237.8% | -202.5% | -13.2% |
| All | +35.3% | +237.5% | -202.2% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling