+44.1%
PL vs BR
+30.6%
+13.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.6% | +5.0% | +0.6% | +2.5% |
| 30D | -16.9% | +16.6% | -33.6% | -24.6% |
| 3M | -38.2% | +12.0% | -50.2% | -43.1% |
| 6M | -63.4% | +30.7% | -94.2% | -70.3% |
| YTD | -27.6% | -11.9% | -15.7% | -20.7% |
| 1Y | +6.6% | -11.6% | +18.1% | +16.7% |
| 3Y | +557.6% | +15.0% | +542.6% | +485.8% |
| 5Y | +39.5% | +18.1% | +21.4% | +12.8% |
| All | +44.1% | +30.6% | +13.6% | +15.3% |
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