+54.1%
T vs ALL
+367.3%
-313.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.7% | -3.9% | +5.5% | +3.2% |
| 30D | -1.7% | +10.6% | -12.3% | -5.4% |
| 3M | -7.3% | -4.6% | -2.8% | -5.8% |
| 6M | -11.2% | +20.2% | -31.4% | -17.6% |
| YTD | -8.1% | +23.7% | -31.8% | -15.9% |
| 1Y | -8.0% | +27.9% | -35.9% | -17.0% |
| 3Y | +62.1% | +109.2% | -47.0% | +17.4% |
| 5Y | +55.7% | +148.0% | -92.3% | +0.3% |
| 10Y | +54.1% | +363.8% | -309.7% | -13.0% |
| All | +54.1% | +367.3% | -313.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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