+10.6%
F vs S
-51.7%
+62.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | +2.0% | -5.1% | -3.5% |
| 30D | 0.0% | -2.7% | +2.8% | 0.0% |
| 3M | -13.2% | -6.9% | -6.3% | -13.2% |
| 6M | -10.2% | +38.1% | -48.3% | -16.9% |
| YTD | -4.9% | +48.0% | -52.9% | -14.0% |
| 1Y | -6.1% | +34.5% | -40.5% | -13.7% |
| 3Y | +46.0% | +38.3% | +7.6% | +28.4% |
| 5Y | -15.7% | -70.9% | +55.2% | -14.8% |
| All | +10.6% | -51.7% | +62.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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