+55.5%
T vs M
-4.2%
+59.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | +1.0% | -4.3% | +5.3% | +1.4% |
| 30D | -10.6% | +1.3% | -11.9% | -10.8% |
| 3M | -7.7% | -7.4% | -0.4% | -7.2% |
| 6M | -13.3% | +18.3% | -31.6% | -15.1% |
| YTD | -8.8% | +7.6% | -16.3% | -10.1% |
| 1Y | -8.4% | +17.4% | -25.8% | -10.6% |
| 3Y | +59.6% | +108.4% | -48.7% | +41.1% |
| 5Y | +52.1% | -10.6% | +62.7% | +44.3% |
| All | +55.5% | -4.2% | +59.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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