+68.4%
T vs A
+236.6%
-168.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.5% |
| 7D | -3.1% | -4.4% | +1.3% | -2.2% |
| 30D | +4.6% | -2.7% | +7.2% | +5.0% |
| 3M | +12.2% | +7.0% | +5.2% | +10.4% |
| 6M | -6.5% | +24.6% | -31.1% | -11.4% |
| YTD | +4.9% | +7.0% | -2.1% | +2.5% |
| 1Y | -10.5% | +15.6% | -26.1% | -14.3% |
| 3Y | +104.6% | +29.9% | +74.7% | +83.9% |
| 5Y | +64.2% | -15.4% | +79.6% | +65.3% |
| 10Y | +68.4% | +248.9% | -180.4% | +10.8% |
| All | +68.4% | +236.6% | -168.2% | +10.8% |
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