-10.9%
M vs BR
+190.5%
-201.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -8.8% | -6.0% | -2.8% | -5.8% |
| 30D | -16.4% | -0.9% | -15.5% | -16.2% |
| 3M | -10.8% | +16.4% | -27.2% | -18.5% |
| 6M | +16.1% | -8.2% | +24.3% | +19.8% |
| YTD | -5.3% | -23.2% | +18.0% | +7.5% |
| 1Y | +24.9% | -30.9% | +55.8% | +50.6% |
| 3Y | +97.5% | -5.0% | +102.5% | +93.8% |
| 5Y | +20.4% | +8.8% | +11.6% | +6.1% |
| All | -10.9% | +190.5% | -201.5% | -54.5% |
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