+48.3%
D vs A
+312.5%
-264.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | +10.9% | +4.3% | +6.6% | +9.6% |
| 3M | +2.8% | +19.8% | -16.9% | -2.2% |
| 6M | +12.7% | +54.4% | -41.7% | -0.4% |
| YTD | +20.3% | +31.7% | -11.4% | +10.5% |
| 1Y | +17.1% | +22.4% | -5.3% | +9.7% |
| 3Y | +75.1% | +67.7% | +7.5% | +44.5% |
| 5Y | +13.1% | +15.7% | -2.6% | +3.3% |
| 10Y | +48.3% | +308.7% | -260.4% | -7.9% |
| All | +48.3% | +312.5% | -264.2% | -7.9% |
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