+69.4%
F vs B
+208.2%
-138.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | 0.0% |
| 7D | +1.0% | +7.1% | -6.2% | +0.1% |
| 30D | +2.1% | -3.3% | +5.5% | +2.4% |
| 3M | -10.3% | -2.5% | -7.7% | -10.2% |
| 6M | +3.3% | -7.2% | +10.5% | +3.5% |
| YTD | -2.0% | -7.4% | +5.4% | -2.0% |
| 1Y | -2.3% | +16.4% | -18.7% | -4.6% |
| 3Y | +49.9% | +178.7% | -128.8% | +32.6% |
| 5Y | -12.5% | +121.7% | -134.2% | -22.0% |
| All | +69.4% | +208.2% | -138.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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