+696.9%
P vs BR
+185.2%
+511.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +5.0% | -5.0% | +10.0% | +7.7% |
| 30D | -0.9% | -2.5% | +1.5% | -0.3% |
| 3M | +38.7% | +13.5% | +25.2% | +27.9% |
| 6M | +54.4% | -9.4% | +63.8% | +59.9% |
| YTD | +44.8% | -23.3% | +68.1% | +63.2% |
| 1Y | +22.5% | -31.6% | +54.1% | +47.0% |
| 3Y | +148.2% | -5.1% | +153.3% | +137.8% |
| 5Y | +268.9% | +8.2% | +260.7% | +216.4% |
| 10Y | +696.9% | +189.8% | +507.0% | +317.1% |
| All | +696.9% | +185.2% | +511.7% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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