+74.3%
F vs A
+312.5%
-238.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | +2.1% | +4.3% | -2.2% | -0.1% |
| 3M | -10.3% | +19.8% | -30.0% | -18.1% |
| 6M | +3.3% | +54.4% | -51.1% | -17.3% |
| YTD | -2.0% | +31.7% | -33.7% | -15.6% |
| 1Y | -2.3% | +22.4% | -24.7% | -12.9% |
| 3Y | +49.9% | +67.7% | -17.8% | +10.2% |
| 5Y | -12.5% | +15.7% | -28.2% | -24.0% |
| 10Y | +74.3% | +308.7% | -234.4% | -11.1% |
| All | +74.3% | +312.5% | -238.2% | -11.1% |
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