+1,381.0%
NET vs CAPR
+244.4%
+1,136.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.8% | -2.8% |
| 7D | -16.4% | +43.2% | -59.5% | -17.1% |
| 30D | -25.8% | +14.7% | -40.5% | -26.1% |
| 3M | -11.5% | +113.9% | -125.4% | -13.6% |
| 6M | +18.9% | -73.4% | +92.3% | +20.6% |
| YTD | +35.2% | -69.1% | +104.3% | +36.4% |
| 1Y | +14.5% | +47.2% | -32.7% | +5.3% |
| 3Y | +313.8% | +210.8% | +103.0% | +249.1% |
| 5Y | +32.6% | +134.1% | -101.6% | +11.1% |
| All | +1,381.0% | +244.4% | +1,136.6% | +1,103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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