+82.7%
O vs ALL
+372.0%
-289.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.1% |
| 7D | +3.5% | -0.1% | +3.7% | +3.5% |
| 30D | +10.4% | +13.8% | -3.4% | +4.5% |
| 3M | -2.4% | -2.8% | +0.3% | -1.6% |
| 6M | -1.2% | +23.7% | -24.9% | -10.5% |
| YTD | +10.4% | +27.3% | -16.9% | -1.7% |
| 1Y | +11.4% | +30.5% | -19.1% | -1.9% |
| 3Y | +40.4% | +113.0% | -72.6% | -4.5% |
| 5Y | +12.1% | +157.6% | -145.4% | -34.5% |
| 10Y | +82.7% | +368.4% | -285.6% | -6.7% |
| All | +82.7% | +372.0% | -289.2% | -6.7% |
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