+506.3%
NOW vs ALL
+372.0%
+134.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -4.0% |
| 7D | -8.7% | -0.1% | -8.6% | -8.8% |
| 30D | -29.3% | +13.8% | -43.1% | -32.5% |
| 3M | -21.8% | -2.8% | -19.1% | -21.5% |
| 6M | +9.2% | +23.7% | -14.4% | +1.3% |
| YTD | -35.0% | +27.3% | -62.3% | -40.5% |
| 1Y | -42.5% | +30.5% | -73.1% | -48.0% |
| 3Y | -21.5% | +113.0% | -134.5% | -42.2% |
| 5Y | -25.8% | +157.6% | -183.3% | -51.1% |
| 10Y | +506.3% | +368.4% | +138.0% | +208.2% |
| All | +506.3% | +372.0% | +134.4% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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