-7.6%
M vs BR
+278.5%
-286.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -3.3% | +1.9% | -5.2% | -4.3% |
| 30D | +8.1% | +15.9% | -7.8% | -0.1% |
| 3M | +2.2% | +13.7% | -11.4% | -4.9% |
| 6M | +35.1% | +31.0% | +4.1% | +15.1% |
| YTD | +15.8% | -12.0% | +27.8% | +22.3% |
| 1Y | +25.8% | -11.5% | +37.3% | +32.4% |
| 3Y | +156.2% | +14.9% | +141.3% | +125.4% |
| 5Y | -2.4% | +20.1% | -22.4% | -18.1% |
| All | -7.6% | +278.5% | -286.1% | -65.2% |
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