+84.1%
F vs BR
+185.2%
-101.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -4.9% | -5.0% | +0.1% | -2.6% |
| 30D | -2.9% | -2.5% | -0.4% | -1.9% |
| 3M | -9.1% | +13.5% | -22.5% | -15.2% |
| 6M | +12.9% | -9.4% | +22.4% | +17.1% |
| YTD | +6.1% | -23.3% | +29.3% | +19.3% |
| 1Y | +22.5% | -31.6% | +54.1% | +46.5% |
| 3Y | +32.1% | -5.1% | +37.1% | +29.0% |
| 5Y | +43.7% | +8.2% | +35.6% | +27.7% |
| 10Y | +84.1% | +189.8% | -105.7% | +7.9% |
| All | +84.1% | +185.2% | -101.1% | +7.9% |
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