+1,449.6%
NET vs BR
+57.0%
+1,392.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | +0.5% |
| 7D | -7.0% | -5.3% | -1.7% | -3.1% |
| 30D | -4.8% | +6.4% | -11.2% | -9.2% |
| 3M | +3.8% | +13.6% | -9.8% | -6.4% |
| 6M | +50.0% | -6.7% | +56.8% | +56.6% |
| YTD | +41.5% | -21.1% | +62.6% | +66.4% |
| 1Y | +32.8% | -29.6% | +62.4% | +70.0% |
| 3Y | +335.9% | -2.4% | +338.3% | +323.8% |
| 5Y | +113.8% | +11.2% | +102.6% | +82.4% |
| All | +1,449.6% | +57.0% | +1,392.6% | +1,037.8% |
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