+100.0%
IT vs BR
+189.7%
-89.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.5% |
| 7D | -3.7% | -3.0% | -0.7% | -1.6% |
| 30D | +0.1% | -0.3% | +0.4% | +0.6% |
| 3M | +20.7% | +17.3% | +3.4% | +10.9% |
| 6M | +12.0% | -6.7% | +18.7% | +18.1% |
| YTD | -28.8% | -23.4% | -5.4% | -15.6% |
| 1Y | -25.5% | -32.7% | +7.2% | -5.1% |
| 3Y | -48.8% | -5.9% | -42.8% | -48.1% |
| 5Y | -42.7% | +8.4% | -51.2% | -47.6% |
| All | +100.0% | +189.7% | -89.7% | +12.4% |
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