+707.9%
P vs A
+328.7%
+379.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.3% |
| 7D | -9.6% | +4.8% | -14.4% | -11.9% |
| 30D | -33.4% | +5.6% | -39.1% | -35.3% |
| 3M | +14.2% | +23.6% | -9.4% | +0.7% |
| 6M | +31.6% | +56.4% | -24.8% | -4.0% |
| YTD | +53.5% | +33.4% | +20.1% | +24.0% |
| 1Y | +14.2% | +23.7% | -9.5% | -3.0% |
| 3Y | +190.5% | +71.0% | +119.5% | +88.4% |
| 5Y | +256.3% | +16.8% | +239.5% | +194.4% |
| 10Y | +707.9% | +323.8% | +384.1% | +174.4% |
| All | +707.9% | +328.7% | +379.1% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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