+82.7%
O vs M
-3.0%
+85.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +3.5% | +5.0% | -1.5% | +2.8% |
| 30D | +10.4% | +10.6% | -0.2% | +8.8% |
| 3M | -2.4% | +1.6% | -4.0% | -2.9% |
| 6M | -1.2% | +30.8% | -32.1% | -5.4% |
| YTD | +10.4% | +16.9% | -6.5% | +6.9% |
| 1Y | +11.4% | +26.3% | -14.8% | +6.6% |
| 3Y | +40.4% | +158.6% | -118.2% | +15.9% |
| 5Y | +12.1% | +2.1% | +10.1% | +2.3% |
| 10Y | +82.7% | -4.3% | +87.1% | +10.0% |
| All | +82.7% | -3.0% | +85.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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