+696.9%
P vs BG
+160.3%
+536.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | -0.9% | +10.3% | -11.3% | -3.9% |
| 3M | +38.7% | -1.9% | +40.6% | +38.8% |
| 6M | +54.4% | +5.2% | +49.1% | +51.0% |
| YTD | +44.8% | +41.2% | +3.7% | +29.8% |
| 1Y | +22.5% | +50.5% | -28.0% | +7.2% |
| 3Y | +148.2% | +19.9% | +128.3% | +127.3% |
| 5Y | +268.9% | +86.7% | +182.2% | +173.9% |
| 10Y | +696.9% | +167.5% | +529.4% | +356.8% |
| All | +696.9% | +160.3% | +536.5% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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