+81.0%
F vs A
+328.7%
-247.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.8% |
| 7D | -0.6% | +4.8% | -5.4% | -2.8% |
| 30D | +2.9% | +5.6% | -2.8% | 0.0% |
| 3M | -9.5% | +23.6% | -33.1% | -18.6% |
| 6M | +4.0% | +56.4% | -52.3% | -17.2% |
| YTD | -1.3% | +33.4% | -34.7% | -15.5% |
| 1Y | -1.9% | +23.7% | -25.6% | -13.0% |
| 3Y | +53.5% | +71.0% | -17.5% | +11.7% |
| 5Y | -15.1% | +16.8% | -32.0% | -26.7% |
| 10Y | +81.0% | +323.8% | -242.8% | -9.8% |
| All | +81.0% | +328.7% | -247.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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