-22.7%
U vs ALL
+233.6%
-256.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.2% |
| 7D | +2.6% | +5.0% | -2.5% | +2.0% |
| 30D | +27.6% | +13.3% | +14.2% | +25.4% |
| 3M | +15.3% | +3.2% | +12.2% | +14.8% |
| 6M | +96.4% | +25.3% | +71.0% | +90.3% |
| YTD | +19.6% | +30.5% | -10.9% | +14.6% |
| 1Y | +42.1% | +29.2% | +12.9% | +36.4% |
| 3Y | +87.5% | +119.1% | -31.6% | +52.1% |
| 5Y | -73.1% | +162.6% | -235.8% | -78.2% |
| All | -22.7% | +233.6% | -256.3% | -38.0% |
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