+73.7%
F vs SPOT
+267.1%
-193.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -0.6% | +2.5% | -3.2% | -1.1% |
| 30D | +2.9% | +15.1% | -12.2% | -0.1% |
| 3M | -9.5% | +24.8% | -34.3% | -13.7% |
| 6M | +4.0% | +45.8% | -41.8% | -4.2% |
| YTD | -1.3% | +4.9% | -6.2% | -4.0% |
| 1Y | -1.9% | -1.3% | -0.7% | -3.5% |
| 3Y | +53.5% | +257.7% | -204.2% | +7.6% |
| 5Y | -15.1% | +118.5% | -133.7% | -39.3% |
| All | +73.7% | +267.1% | -193.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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