+38.1%
F vs PL
+45.6%
-7.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +1.0% | +5.6% | -4.7% | +0.1% |
| 30D | +2.1% | -16.9% | +19.1% | +3.7% |
| 3M | -10.3% | -38.2% | +28.0% | -6.2% |
| 6M | +3.3% | -63.4% | +66.7% | +13.1% |
| YTD | -2.0% | -27.6% | +25.7% | -2.8% |
| 1Y | -2.3% | +6.6% | -8.9% | -8.3% |
| 3Y | +49.9% | +557.6% | -507.7% | -1.4% |
| 5Y | -12.5% | +39.5% | -51.9% | -31.0% |
| All | +38.1% | +45.6% | -7.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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