+78.2%
O vs M
+3.7%
+74.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.3% |
| 7D | +3.3% | +2.5% | +0.8% | +2.9% |
| 30D | +10.3% | +10.1% | +0.3% | +8.8% |
| 3M | -3.5% | -0.9% | -2.5% | -3.6% |
| 6M | -1.3% | +30.2% | -31.4% | -5.4% |
| YTD | +10.3% | +16.3% | -6.0% | +7.0% |
| 1Y | +10.4% | +27.0% | -16.6% | +5.5% |
| 3Y | +40.0% | +154.5% | -114.5% | +15.9% |
| 5Y | +12.4% | -1.1% | +13.4% | +3.1% |
| 10Y | +78.2% | +0.5% | +77.7% | +7.3% |
| All | +78.2% | +3.7% | +74.5% | +7.3% |
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