+69.4%
F vs BR
+280.9%
-211.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +1.0% | +5.0% | -4.0% | -1.4% |
| 30D | +2.1% | +16.6% | -14.5% | -5.2% |
| 3M | -10.3% | +12.0% | -22.2% | -15.3% |
| 6M | +3.3% | +30.7% | -27.5% | -10.8% |
| YTD | -2.0% | -11.9% | +9.9% | +3.1% |
| 1Y | -2.3% | -11.6% | +9.3% | +2.5% |
| 3Y | +49.9% | +15.0% | +34.9% | +32.5% |
| 5Y | -12.5% | +18.1% | -30.6% | -25.3% |
| All | +69.4% | +280.9% | -211.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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