+62.5%
T vs B
+218.7%
-156.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | -0.2% |
| 7D | +1.6% | -6.2% | +7.8% | +2.0% |
| 30D | -2.9% | -6.6% | +3.7% | -2.7% |
| 3M | -7.5% | -7.9% | +0.4% | -7.3% |
| 6M | -9.9% | -16.8% | +6.9% | -9.3% |
| YTD | -6.4% | -11.7% | +5.2% | -6.6% |
| 1Y | -9.4% | +3.5% | -12.9% | -10.7% |
| 3Y | +64.9% | +165.7% | -100.9% | +48.9% |
| 5Y | +57.0% | +108.4% | -51.5% | +42.9% |
| All | +62.5% | +218.7% | -156.2% | +46.3% |
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