-37.8%
U vs A
+52.2%
-90.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.8% |
| 7D | +4.4% | -4.4% | +8.8% | +8.3% |
| 30D | -1.3% | -2.7% | +1.4% | +0.5% |
| 3M | +49.6% | +7.0% | +42.5% | +39.7% |
| 6M | +100.2% | +24.6% | +75.6% | +59.6% |
| YTD | -3.7% | +7.0% | -10.7% | -11.8% |
| 1Y | -6.5% | +15.6% | -22.1% | -22.2% |
| 3Y | +12.9% | +29.9% | -17.0% | -23.7% |
| 5Y | -68.3% | -15.4% | -52.9% | -64.9% |
| All | -37.8% | +52.2% | -90.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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