+66.9%
DD vs BR
+189.7%
-122.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -3.5% | -3.0% | -0.5% | -2.1% |
| 30D | -11.7% | -0.3% | -11.4% | -11.7% |
| 3M | -9.2% | +17.3% | -26.5% | -17.1% |
| 6M | -7.2% | -6.7% | -0.5% | -5.4% |
| YTD | +6.6% | -23.4% | +30.1% | +19.9% |
| 1Y | +32.0% | -32.7% | +64.7% | +59.6% |
| 3Y | +42.1% | -5.9% | +48.0% | +40.3% |
| 5Y | +58.1% | +8.4% | +49.6% | +39.6% |
| All | +66.9% | +189.7% | -122.8% | -4.2% |
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