+1,449.6%
NET vs PM
+249.5%
+1,200.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | -7.0% | -4.9% | -2.1% | -6.7% |
| 30D | -4.8% | -3.4% | -1.4% | -4.6% |
| 3M | +3.8% | +5.2% | -1.3% | +3.1% |
| 6M | +50.0% | +3.7% | +46.3% | +48.9% |
| YTD | +41.5% | +15.8% | +25.7% | +38.5% |
| 1Y | +32.8% | +17.4% | +15.5% | +29.6% |
| 3Y | +335.9% | +116.9% | +219.0% | +277.9% |
| 5Y | +113.8% | +117.3% | -3.5% | +83.3% |
| All | +1,449.6% | +249.5% | +1,200.0% | +1,346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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