+469.3%
NDAQ vs P
+748.5%
-279.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.5% |
| 7D | -0.1% | -9.6% | +9.5% | +1.0% |
| 30D | +15.9% | -33.4% | +49.3% | +21.3% |
| 3M | +15.1% | +14.2% | +0.9% | +11.3% |
| 6M | +22.9% | +31.6% | -8.7% | +15.2% |
| YTD | +12.8% | +53.5% | -40.6% | +2.6% |
| 1Y | +26.0% | +14.2% | +11.8% | +18.5% |
| 3Y | +119.7% | +190.5% | -70.8% | +68.4% |
| 5Y | +65.4% | +256.3% | -190.9% | +19.0% |
| 10Y | +469.3% | +707.9% | -238.6% | +249.7% |
| All | +469.3% | +748.5% | -279.2% | +249.7% |
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