+634.6%
P vs A
+302.9%
+331.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.3% |
| 7D | +11.6% | -0.5% | +12.1% | +11.9% |
| 30D | -23.7% | 0.0% | -23.7% | -23.2% |
| 3M | -8.0% | +16.7% | -24.7% | -16.0% |
| 6M | +27.9% | +54.8% | -26.9% | -6.0% |
| YTD | +61.2% | +28.8% | +32.3% | +33.0% |
| 1Y | +28.6% | +19.3% | +9.3% | +11.7% |
| 3Y | +200.5% | +65.5% | +134.9% | +98.4% |
| 5Y | +282.9% | +12.1% | +270.9% | +224.9% |
| All | +634.6% | +302.9% | +331.8% | +144.9% |
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