+95.6%
F vs M
-2.2%
+97.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | +5.3% | +4.7% | +0.6% | +3.9% |
| 30D | +4.6% | -9.6% | +14.2% | +7.7% |
| 3M | -3.7% | +0.9% | -4.5% | -4.4% |
| 6M | +16.8% | +22.3% | -5.5% | +9.1% |
| YTD | +15.3% | +6.5% | +8.8% | +11.8% |
| 1Y | +31.0% | +38.8% | -7.8% | +17.0% |
| 3Y | +45.4% | +115.9% | -70.5% | +6.0% |
| 5Y | +54.7% | +28.6% | +26.0% | +23.8% |
| All | +95.6% | -2.2% | +97.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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