+58.8%
T vs P
+691.2%
-632.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | +2.6% | -13.3% | +15.9% | +3.0% |
| 30D | -1.1% | -34.0% | +32.9% | +0.1% |
| 3M | -7.7% | +4.1% | -11.8% | -8.4% |
| 6M | -10.6% | +30.5% | -41.1% | -12.3% |
| YTD | -7.5% | +52.2% | -59.6% | -10.1% |
| 1Y | -7.4% | +10.3% | -17.7% | -8.8% |
| 3Y | +63.1% | +180.9% | -117.8% | +45.4% |
| 5Y | +55.2% | +259.7% | -204.5% | +32.2% |
| 10Y | +58.8% | +652.6% | -593.8% | +21.5% |
| All | +58.8% | +691.2% | -632.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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