+69.0%
F vs BR
+280.7%
-211.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.1% | +1.9% | -4.0% | -3.0% |
| 30D | +3.3% | +15.9% | -12.6% | -3.8% |
| 3M | -11.3% | +13.7% | -25.0% | -16.9% |
| 6M | +5.3% | +31.0% | -25.7% | -9.1% |
| YTD | -2.2% | -12.0% | +9.8% | +2.9% |
| 1Y | -3.5% | -11.5% | +7.9% | +1.1% |
| 3Y | +49.5% | +14.9% | +34.6% | +32.2% |
| 5Y | -13.5% | +20.1% | -33.6% | -26.9% |
| 10Y | +69.0% | +278.9% | -209.9% | -14.4% |
| All | +69.0% | +280.7% | -211.7% | -14.4% |
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