+337.2%
IR vs A
+231.1%
+106.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.4% |
| 7D | +4.3% | +0.7% | +3.5% | +3.9% |
| 30D | +8.1% | +0.8% | +7.3% | +7.5% |
| 3M | +0.7% | +16.9% | -16.2% | -7.6% |
| 6M | +16.6% | +53.8% | -37.2% | -8.6% |
| YTD | +7.8% | +28.1% | -20.3% | -7.2% |
| 1Y | +9.9% | +15.0% | -5.1% | +0.3% |
| 3Y | +25.2% | +63.1% | -37.9% | -9.2% |
| 5Y | +46.8% | +11.5% | +35.3% | +29.0% |
| All | +337.2% | +231.1% | +106.1% | +101.1% |
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