+79.8%
F vs ALL
+370.9%
-291.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | +1.5% |
| 7D | +1.6% | -1.9% | +3.5% | +2.5% |
| 30D | +2.6% | +13.8% | -11.1% | -3.8% |
| 3M | -8.8% | -7.0% | -1.8% | -5.9% |
| 6M | +4.6% | +18.0% | -13.4% | -5.5% |
| YTD | -1.9% | +24.2% | -26.1% | -14.2% |
| 1Y | -0.8% | +31.2% | -31.9% | -15.8% |
| 3Y | +43.5% | +107.5% | -64.1% | -9.8% |
| 5Y | -12.1% | +144.8% | -156.9% | -51.6% |
| All | +79.8% | +370.9% | -291.1% | -29.5% |
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