+48.4%
D vs M
-5.1%
+53.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -2.2% |
| 30D | +9.0% | +8.1% | +0.9% | +8.3% |
| 3M | +1.0% | +2.2% | -1.3% | +0.7% |
| 6M | +11.0% | +35.1% | -24.1% | +8.2% |
| YTD | +19.8% | +15.8% | +3.9% | +17.9% |
| 1Y | +16.0% | +25.8% | -9.9% | +13.3% |
| 3Y | +74.4% | +156.2% | -81.9% | +58.4% |
| 5Y | +13.5% | -2.4% | +15.9% | +8.4% |
| 10Y | +48.4% | -7.1% | +55.5% | +13.3% |
| All | +48.4% | -5.1% | +53.5% | +13.3% |
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