+74.0%
T vs U
-43.0%
+117.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | -1.5% | +4.5% | -6.0% | -1.6% |
| 30D | +7.6% | -0.6% | +8.2% | +7.6% |
| 3M | +15.3% | +48.4% | -33.1% | +14.7% |
| 6M | -8.5% | +115.4% | -123.8% | -9.5% |
| YTD | +6.8% | -3.2% | +10.0% | +7.0% |
| 1Y | -7.2% | -6.0% | -1.2% | -7.2% |
| 3Y | +108.2% | +13.5% | +94.8% | +105.2% |
| 5Y | +66.1% | -68.0% | +134.1% | +59.4% |
| All | +74.0% | -43.0% | +117.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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