+274.5%
IR vs BR
+180.5%
+94.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.1% | -6.0% | +2.9% | +0.1% |
| 30D | -14.0% | -0.9% | -13.2% | -13.8% |
| 3M | +3.7% | +16.4% | -12.6% | -5.5% |
| 6M | -15.4% | -8.2% | -7.2% | -12.5% |
| YTD | -7.7% | -23.2% | +15.5% | +5.1% |
| 1Y | -8.8% | -30.9% | +22.1% | +10.6% |
| 3Y | +5.6% | -5.0% | +10.6% | +3.8% |
| 5Y | +34.3% | +8.8% | +25.6% | +19.1% |
| All | +274.5% | +180.5% | +94.0% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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