+76.4%
RF vs S
-49.1%
+125.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.3% | +1.4% | -1.0% | +0.1% |
| 30D | +6.2% | -10.8% | +17.0% | +7.3% |
| 3M | -7.8% | +5.4% | -13.2% | -9.0% |
| 6M | +5.9% | +41.2% | -35.3% | +0.7% |
| YTD | +9.0% | +56.2% | -47.2% | +1.8% |
| 1Y | +19.3% | +36.3% | -17.0% | +13.0% |
| 3Y | +116.4% | +49.4% | +67.0% | +100.9% |
| 5Y | +46.0% | -66.9% | +112.9% | +36.9% |
| All | +76.4% | -49.1% | +125.5% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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