+95.4%
NI vs PL
+81.7%
+13.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | +2.3% | -7.5% | +9.8% | +2.5% |
| 30D | -1.7% | -25.6% | +23.9% | -1.0% |
| 3M | -8.0% | -45.6% | +37.6% | -6.7% |
| 6M | -8.6% | -29.5% | +20.9% | -8.6% |
| YTD | +2.3% | -9.7% | +12.0% | +1.3% |
| 1Y | +6.9% | +84.4% | -77.4% | +2.9% |
| 3Y | +70.6% | +550.0% | -479.4% | +52.4% |
| 5Y | +96.4% | +79.0% | +17.4% | +77.3% |
| All | +95.4% | +81.7% | +13.6% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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