+67.3%
F vs A
+302.9%
-235.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | 0.0% | 0.0% | +0.1% | -0.2% |
| 3M | -13.2% | +16.7% | -29.9% | -19.8% |
| 6M | -10.2% | +54.8% | -65.0% | -28.2% |
| YTD | -4.9% | +28.8% | -33.7% | -17.3% |
| 1Y | -6.1% | +19.3% | -25.4% | -15.3% |
| 3Y | +46.0% | +65.5% | -19.6% | +7.8% |
| 5Y | -15.7% | +12.1% | -27.8% | -25.7% |
| All | +67.3% | +302.9% | -235.5% | -14.3% |
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