+72.2%
F vs AR
+52.4%
+19.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.0% |
| 7D | -0.2% | -5.8% | +5.5% | +0.7% |
| 30D | +0.9% | +4.8% | -3.9% | -0.2% |
| 3M | -11.3% | +1.5% | -12.8% | -11.9% |
| 6M | +2.0% | +4.7% | -2.7% | +0.4% |
| YTD | -3.2% | +9.2% | -12.4% | -6.3% |
| 1Y | -3.5% | +11.2% | -14.6% | -7.1% |
| 3Y | +48.1% | +46.2% | +1.8% | +31.9% |
| 5Y | -13.5% | +98.1% | -111.6% | -29.2% |
| 10Y | +72.2% | +54.5% | +17.6% | +24.8% |
| All | +72.2% | +52.4% | +19.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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