+54.1%
T vs CAPR
-64.9%
+119.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.7% | +0.7% |
| 7D | +1.7% | +36.0% | -34.4% | +1.5% |
| 30D | -1.7% | +25.8% | -27.5% | -1.9% |
| 3M | -7.3% | +140.8% | -148.2% | -7.9% |
| 6M | -11.2% | -67.6% | +56.4% | -11.1% |
| YTD | -8.1% | -65.9% | +57.8% | -8.0% |
| 1Y | -8.0% | +66.1% | -74.1% | -10.2% |
| 3Y | +62.1% | +256.9% | -194.8% | +54.1% |
| 5Y | +55.7% | +172.1% | -116.4% | +47.2% |
| 10Y | +54.1% | -64.7% | +118.8% | +39.7% |
| All | +54.1% | -64.9% | +119.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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