-44.9%
S vs M
+62.7%
-107.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.4% | +5.0% | -3.6% | -0.2% |
| 30D | -10.8% | +10.6% | -21.4% | -13.8% |
| 3M | +5.4% | +1.6% | +3.8% | +4.4% |
| 6M | +41.2% | +30.8% | +10.4% | +27.5% |
| YTD | +56.2% | +16.9% | +39.3% | +44.7% |
| 1Y | +36.3% | +26.3% | +10.0% | +22.3% |
| 3Y | +49.4% | +158.6% | -109.2% | -6.1% |
| 5Y | -66.9% | +2.1% | -69.0% | -72.3% |
| All | -44.9% | +62.7% | -107.5% | -56.3% |
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