+1,449.6%
NET vs ALL
+185.9%
+1,263.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | -1.5% | -3.3% | -4.6% |
| 3M | +3.8% | +23.6% | -19.8% | -0.8% |
| 6M | +50.0% | +22.3% | +27.7% | +43.5% |
| YTD | +41.5% | +26.5% | +15.0% | +34.0% |
| 1Y | +32.8% | +27.0% | +5.8% | +25.3% |
| 3Y | +335.9% | +149.6% | +186.3% | +248.3% |
| 5Y | +113.8% | +118.1% | -4.3% | +75.4% |
| All | +1,449.6% | +185.9% | +1,263.7% | +1,109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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