+54.1%
T vs B
+183.2%
-129.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.6% |
| 7D | +1.7% | +11.3% | -9.6% | +1.1% |
| 30D | -1.7% | +2.9% | -4.7% | -1.9% |
| 3M | -7.3% | -2.9% | -4.5% | -7.3% |
| 6M | -11.2% | -1.2% | -10.0% | -11.4% |
| YTD | -8.1% | -1.3% | -6.7% | -8.7% |
| 1Y | -8.0% | +30.4% | -38.4% | -10.8% |
| 3Y | +62.1% | +195.3% | -133.1% | +45.5% |
| 5Y | +55.7% | +146.2% | -90.5% | +40.4% |
| 10Y | +54.1% | +200.5% | -146.4% | +39.5% |
| All | +54.1% | +183.2% | -129.1% | +39.5% |
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