+340.0%
IR vs A
+240.4%
+99.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +1.5% | +1.4% | +0.2% | +0.9% |
| 30D | +9.0% | +4.3% | +4.7% | +6.6% |
| 3M | -0.9% | +19.8% | -20.7% | -10.2% |
| 6M | +13.4% | +54.4% | -41.0% | -11.2% |
| YTD | +8.5% | +31.7% | -23.2% | -7.9% |
| 1Y | +11.3% | +22.4% | -11.2% | -1.7% |
| 3Y | +26.0% | +67.7% | -41.7% | -10.0% |
| 5Y | +47.9% | +15.7% | +32.1% | +27.4% |
| All | +340.0% | +240.4% | +99.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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