+81.0%
F vs ALL
+367.3%
-286.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -3.9% | +3.2% | +1.3% |
| 30D | +2.9% | +10.6% | -7.7% | -2.2% |
| 3M | -9.5% | -4.6% | -4.9% | -7.8% |
| 6M | +4.0% | +20.2% | -16.2% | -6.9% |
| YTD | -1.3% | +23.7% | -25.0% | -13.5% |
| 1Y | -1.9% | +27.9% | -29.8% | -15.7% |
| 3Y | +53.5% | +109.2% | -55.7% | -4.0% |
| 5Y | -15.1% | +148.0% | -163.1% | -53.7% |
| 10Y | +81.0% | +363.8% | -282.8% | -29.7% |
| All | +81.0% | +367.3% | -286.4% | -29.7% |
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