+43.8%
D vs M
+3.7%
+40.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -1.1% |
| 7D | +0.8% | +2.5% | -1.8% | +0.5% |
| 30D | +10.7% | +10.1% | +0.6% | +9.9% |
| 3M | +2.3% | -0.9% | +3.2% | +2.2% |
| 6M | +12.5% | +30.2% | -17.7% | +10.0% |
| YTD | +20.1% | +16.3% | +3.8% | +18.2% |
| 1Y | +15.6% | +27.0% | -11.4% | +12.8% |
| 3Y | +75.2% | +154.5% | -79.3% | +59.3% |
| 5Y | +14.6% | -1.1% | +15.7% | +9.3% |
| 10Y | +43.8% | +0.5% | +43.3% | +9.9% |
| All | +43.8% | +3.7% | +40.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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