+35.5%
D vs BR
+190.5%
-155.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.6% | -6.0% | +4.3% | +0.3% |
| 30D | -3.5% | -0.9% | -2.7% | -3.4% |
| 3M | -1.6% | +16.4% | -18.0% | -7.0% |
| 6M | +5.8% | -8.2% | +14.0% | +8.0% |
| YTD | +14.5% | -23.2% | +37.7% | +24.1% |
| 1Y | +14.2% | -30.9% | +45.1% | +28.7% |
| 3Y | +59.0% | -5.0% | +64.0% | +57.2% |
| 5Y | +5.4% | +8.8% | -3.4% | -3.0% |
| All | +35.5% | +190.5% | -155.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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