+140.2%
NI vs A
+247.2%
-106.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.6% | -4.6% | +4.0% | +0.5% |
| 30D | -1.4% | -4.3% | +2.9% | -0.6% |
| 3M | -10.6% | +8.9% | -19.5% | -12.6% |
| 6M | -9.9% | +24.5% | -34.4% | -15.4% |
| YTD | +1.2% | +5.8% | -4.6% | -1.2% |
| 1Y | +4.4% | +16.2% | -11.8% | -0.8% |
| 3Y | +68.6% | +28.5% | +40.1% | +51.1% |
| 5Y | +98.0% | -16.3% | +114.3% | +99.6% |
| All | +140.2% | +247.2% | -106.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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