+95.1%
F vs A
+246.7%
-151.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +5.3% | -1.9% | +7.3% | +6.3% |
| 30D | +4.6% | +6.9% | -2.3% | +1.3% |
| 3M | -3.7% | +9.2% | -12.9% | -7.9% |
| 6M | +16.8% | +25.7% | -8.9% | +3.7% |
| YTD | +15.3% | +11.5% | +3.8% | +8.0% |
| 1Y | +31.0% | +18.4% | +12.6% | +19.0% |
| 3Y | +45.4% | +26.6% | +18.8% | +23.3% |
| 5Y | +54.7% | -12.8% | +67.5% | +54.2% |
| All | +95.1% | +246.7% | -151.6% | +4.2% |
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