+67.3%
F vs ALL
+377.9%
-310.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +5.0% | -8.1% | -5.5% |
| 30D | 0.0% | +13.3% | -13.3% | -6.0% |
| 3M | -13.2% | +3.2% | -16.4% | -14.9% |
| 6M | -10.2% | +25.3% | -35.6% | -21.3% |
| YTD | -4.9% | +30.5% | -35.4% | -18.9% |
| 1Y | -6.1% | +29.2% | -35.3% | -19.5% |
| 3Y | +46.0% | +119.1% | -73.1% | -10.8% |
| 5Y | -15.7% | +162.6% | -178.3% | -55.3% |
| All | +67.3% | +377.9% | -310.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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