-37.8%
U vs ALL
+216.0%
-253.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -2.2% | +6.6% | +4.7% |
| 30D | -1.3% | -5.6% | +4.3% | -0.6% |
| 3M | +49.6% | +17.2% | +32.3% | +46.4% |
| 6M | +100.2% | +23.2% | +76.9% | +94.4% |
| YTD | -3.7% | +23.6% | -27.3% | -6.9% |
| 1Y | -6.5% | +29.2% | -35.7% | -10.8% |
| 3Y | +12.9% | +153.8% | -140.9% | -14.0% |
| 5Y | -68.3% | +116.1% | -184.4% | -74.7% |
| All | -37.8% | +216.0% | -253.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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