+618.5%
NET vs U
-43.4%
+661.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.9% |
| 7D | -16.4% | +7.5% | -23.9% | -19.2% |
| 30D | -25.8% | -7.0% | -18.8% | -23.4% |
| 3M | -11.5% | +20.6% | -32.1% | -20.4% |
| 6M | +18.9% | +53.2% | -34.3% | -5.9% |
| YTD | +35.2% | -3.9% | +39.1% | +23.7% |
| 1Y | +14.5% | +18.4% | -3.9% | -8.0% |
| 3Y | +313.8% | +53.6% | +260.2% | +136.9% |
| 5Y | +32.6% | -72.0% | +104.6% | +73.2% |
| All | +618.5% | -43.4% | +661.9% | +817.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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