+145.1%
NI vs P
+694.3%
-549.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | +1.3% | +5.0% | -3.7% | +0.9% |
| 30D | -0.3% | -0.9% | +0.7% | -0.3% |
| 3M | -9.5% | +38.7% | -48.1% | -11.8% |
| 6M | -10.2% | +54.4% | -64.6% | -13.6% |
| YTD | +1.8% | +44.8% | -43.1% | -1.8% |
| 1Y | +5.7% | +22.5% | -16.9% | +2.5% |
| 3Y | +69.6% | +148.2% | -78.6% | +50.6% |
| 5Y | +95.8% | +268.9% | -173.1% | +63.5% |
| 10Y | +145.1% | +696.9% | -551.8% | +81.1% |
| All | +145.1% | +694.3% | -549.2% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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