+707.9%
P vs M
+3.7%
+704.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +4.7% |
| 7D | -9.6% | +2.5% | -12.2% | -10.1% |
| 30D | -33.4% | +10.1% | -43.5% | -34.8% |
| 3M | +14.2% | -0.9% | +15.1% | +14.0% |
| 6M | +31.6% | +30.2% | +1.4% | +23.1% |
| YTD | +53.5% | +16.3% | +37.2% | +46.2% |
| 1Y | +14.2% | +27.0% | -12.8% | +6.8% |
| 3Y | +190.5% | +154.5% | +36.0% | +125.9% |
| 5Y | +256.3% | -1.1% | +257.4% | +218.5% |
| 10Y | +707.9% | +0.5% | +707.4% | +477.3% |
| All | +707.9% | +3.7% | +704.1% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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