+54.1%
T vs P
+748.5%
-694.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.6% |
| 7D | +1.7% | -9.6% | +11.3% | +1.9% |
| 30D | -1.7% | -33.4% | +31.7% | -0.6% |
| 3M | -7.3% | +14.2% | -21.5% | -8.3% |
| 6M | -11.2% | +31.6% | -42.8% | -12.8% |
| YTD | -8.1% | +53.5% | -61.5% | -10.6% |
| 1Y | -8.0% | +14.2% | -22.2% | -9.5% |
| 3Y | +62.1% | +190.5% | -128.4% | +44.3% |
| 5Y | +55.7% | +256.3% | -200.6% | +33.1% |
| 10Y | +54.1% | +707.9% | -653.7% | +18.5% |
| All | +54.1% | +748.5% | -694.4% | +18.5% |
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