+479.7%
NDAQ vs P
+686.0%
-206.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.9% |
| 7D | 0.0% | -4.7% | +4.7% | +0.4% |
| 30D | +16.3% | -31.4% | +47.7% | +21.4% |
| 3M | +15.8% | -2.6% | +18.5% | +14.7% |
| 6M | +24.8% | +21.9% | +2.9% | +18.5% |
| YTD | +14.1% | +58.9% | -44.9% | +3.2% |
| 1Y | +26.5% | +21.7% | +4.8% | +17.9% |
| 3Y | +119.1% | +193.3% | -74.2% | +67.8% |
| 5Y | +70.9% | +275.1% | -204.2% | +21.9% |
| 10Y | +479.7% | +655.3% | -175.6% | +253.7% |
| All | +479.7% | +686.0% | -206.3% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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