+311.1%
SPOT vs B
+261.8%
+49.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +1.6% | -7.3% | +8.9% | +2.7% |
| 30D | +16.9% | -3.3% | +20.3% | +17.2% |
| 3M | +23.0% | -7.8% | +30.7% | +23.7% |
| 6M | +42.2% | -15.5% | +57.7% | +44.3% |
| YTD | +5.5% | -12.3% | +17.8% | +5.8% |
| 1Y | -5.1% | +5.4% | -10.4% | -7.8% |
| 3Y | +257.9% | +165.5% | +92.4% | +193.0% |
| 5Y | +118.4% | +107.0% | +11.3% | +81.8% |
| All | +311.1% | +261.8% | +49.3% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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