+58.8%
T vs AR
+52.4%
+6.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.1% |
| 7D | +2.6% | -5.8% | +8.3% | +2.9% |
| 30D | -1.1% | +4.8% | -5.9% | -1.5% |
| 3M | -7.7% | +1.5% | -9.3% | -7.9% |
| 6M | -10.6% | +4.7% | -15.3% | -11.1% |
| YTD | -7.5% | +9.2% | -16.7% | -8.3% |
| 1Y | -7.4% | +11.2% | -18.6% | -8.4% |
| 3Y | +63.1% | +46.2% | +16.8% | +56.1% |
| 5Y | +55.2% | +98.1% | -42.9% | +42.6% |
| 10Y | +58.8% | +54.5% | +4.3% | +29.9% |
| All | +58.8% | +52.4% | +6.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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