+649.0%
P vs A
+300.7%
+348.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.8% |
| 7D | +17.8% | +0.7% | +17.1% | +17.3% |
| 30D | -29.9% | +0.8% | -30.7% | -29.8% |
| 3M | -1.2% | +16.9% | -18.1% | -9.9% |
| 6M | +32.1% | +53.8% | -21.6% | -2.5% |
| YTD | +64.3% | +28.1% | +36.2% | +36.1% |
| 1Y | +24.3% | +15.0% | +9.2% | +10.8% |
| 3Y | +203.2% | +63.1% | +140.1% | +102.3% |
| 5Y | +290.4% | +11.5% | +279.0% | +232.4% |
| All | +649.0% | +300.7% | +348.3% | +150.6% |
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