+74.3%
F vs P
+691.2%
-616.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.0% | -13.3% | +14.3% | +3.2% |
| 30D | +2.1% | -34.0% | +36.1% | +8.9% |
| 3M | -10.3% | +4.1% | -14.3% | -12.9% |
| 6M | +3.3% | +30.5% | -27.2% | -5.5% |
| YTD | -2.0% | +52.2% | -54.2% | -13.9% |
| 1Y | -2.3% | +10.3% | -12.6% | -9.7% |
| 3Y | +49.9% | +180.9% | -131.0% | +4.2% |
| 5Y | -12.5% | +259.7% | -272.2% | -44.0% |
| 10Y | +74.3% | +652.6% | -578.4% | -9.3% |
| All | +74.3% | +691.2% | -616.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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