+336.0%
IR vs BR
+220.9%
+115.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | +9.2% | +14.4% | -5.2% | +1.2% |
| 3M | +0.9% | +12.4% | -11.5% | -5.9% |
| 6M | +19.2% | +35.4% | -16.2% | -0.8% |
| YTD | +7.5% | -12.2% | +19.6% | +13.2% |
| 1Y | +11.7% | -12.7% | +24.5% | +18.2% |
| 3Y | +23.9% | +14.3% | +9.6% | +9.1% |
| 5Y | +46.4% | +19.3% | +27.1% | +23.4% |
| All | +336.0% | +220.9% | +115.1% | +123.6% |
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