+272.5%
RF vs M
-4.2%
+276.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.1% |
| 7D | -0.9% | -4.3% | +3.4% | +0.3% |
| 30D | +6.0% | +1.3% | +4.8% | +5.3% |
| 3M | -8.9% | -7.4% | -1.5% | -7.3% |
| 6M | +2.3% | +18.3% | -16.0% | -4.3% |
| YTD | +7.6% | +7.6% | 0.0% | +3.0% |
| 1Y | +21.2% | +17.4% | +3.8% | +12.6% |
| 3Y | +108.5% | +108.4% | +0.2% | +49.7% |
| 5Y | +43.2% | -10.6% | +53.8% | +26.0% |
| All | +272.5% | -4.2% | +276.7% | +122.0% |
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