+58.8%
T vs A
+312.5%
-253.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -1.1% | +4.3% | -5.4% | -2.0% |
| 3M | -7.7% | +19.8% | -27.5% | -11.4% |
| 6M | -10.6% | +54.4% | -65.0% | -18.9% |
| YTD | -7.5% | +31.7% | -39.2% | -13.5% |
| 1Y | -7.4% | +22.4% | -29.9% | -12.0% |
| 3Y | +63.1% | +67.7% | -4.6% | +38.4% |
| 5Y | +55.2% | +15.7% | +39.5% | +44.4% |
| 10Y | +58.8% | +308.7% | -249.9% | +5.0% |
| All | +58.8% | +312.5% | -253.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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