+43.8%
D vs P
+748.5%
-704.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.7% |
| 7D | +0.8% | -9.6% | +10.4% | +1.0% |
| 30D | +10.7% | -33.4% | +44.1% | +11.7% |
| 3M | +2.3% | +14.2% | -11.9% | +1.5% |
| 6M | +12.5% | +31.6% | -19.1% | +10.8% |
| YTD | +20.1% | +53.5% | -33.4% | +17.4% |
| 1Y | +15.6% | +14.2% | +1.4% | +14.0% |
| 3Y | +75.2% | +190.5% | -115.3% | +61.3% |
| 5Y | +14.6% | +256.3% | -241.8% | +2.7% |
| 10Y | +43.8% | +707.9% | -664.1% | +17.5% |
| All | +43.8% | +748.5% | -704.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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