+68.2%
DD vs M
-6.4%
+74.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | -7.4% | -11.6% | +4.2% | -5.0% |
| 3M | -6.4% | +1.6% | -8.1% | -7.1% |
| 6M | -2.5% | +25.2% | -27.7% | -7.8% |
| YTD | +10.2% | +3.8% | +6.5% | +8.3% |
| 1Y | +36.9% | +36.3% | +0.6% | +26.4% |
| 3Y | +47.0% | +116.3% | -69.3% | +17.1% |
| 5Y | +63.1% | +28.2% | +35.0% | +37.8% |
| 10Y | +68.2% | -3.4% | +71.6% | +14.0% |
| All | +68.2% | -6.4% | +74.5% | +14.0% |
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