-35.7%
U vs B
+75.5%
-111.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +5.5% | -2.4% | +7.9% | +6.3% |
| 30D | -1.3% | +6.3% | -7.6% | -3.5% |
| 3M | +64.6% | +12.1% | +52.4% | +57.5% |
| 6M | +119.4% | -3.1% | +122.5% | +118.3% |
| YTD | -0.5% | +2.0% | -2.4% | -1.9% |
| 1Y | +1.3% | +51.7% | -50.4% | -12.7% |
| 3Y | +15.6% | +190.5% | -174.9% | -19.7% |
| 5Y | -67.5% | +158.0% | -225.4% | -77.8% |
| All | -35.7% | +75.5% | -111.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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