+652.6%
P vs M
-3.0%
+655.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -13.3% | +5.0% | -18.3% | -14.1% |
| 30D | -34.0% | +10.6% | -44.6% | -35.4% |
| 3M | +4.1% | +1.6% | +2.5% | +3.4% |
| 6M | +30.5% | +30.8% | -0.4% | +22.0% |
| YTD | +52.2% | +16.9% | +35.3% | +44.9% |
| 1Y | +10.3% | +26.3% | -16.0% | +3.3% |
| 3Y | +180.9% | +158.6% | +22.2% | +118.0% |
| 5Y | +259.7% | +2.1% | +257.6% | +219.8% |
| 10Y | +652.6% | -4.3% | +657.0% | +431.6% |
| All | +652.6% | -3.0% | +655.7% | +431.6% |
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