+271.3%
NET vs COMP
-52.8%
+324.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -5.2% |
| 7D | -16.4% | +9.5% | -25.8% | -19.1% |
| 30D | -25.8% | +8.1% | -33.9% | -28.3% |
| 3M | -11.5% | -16.3% | +4.8% | -7.3% |
| 6M | +18.9% | +42.2% | -23.3% | -0.3% |
| YTD | +35.2% | -5.0% | +40.2% | +27.4% |
| 1Y | +14.5% | +20.1% | -5.6% | -1.9% |
| 3Y | +313.8% | +358.4% | -44.6% | +61.8% |
| 5Y | +32.6% | -21.9% | +54.5% | -3.8% |
| All | +271.3% | -52.8% | +324.1% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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