-35.7%
U vs BR
+39.7%
-75.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.8% |
| 7D | +5.5% | -3.0% | +8.5% | +8.3% |
| 30D | -1.3% | -0.3% | -1.0% | -1.4% |
| 3M | +64.6% | +17.3% | +47.3% | +39.5% |
| 6M | +119.4% | -6.7% | +126.1% | +130.9% |
| YTD | -0.5% | -23.4% | +23.0% | +26.4% |
| 1Y | +1.3% | -32.7% | +34.0% | +46.7% |
| 3Y | +15.6% | -5.9% | +21.5% | +11.1% |
| 5Y | -67.5% | +8.4% | -75.9% | -75.7% |
| All | -35.7% | +39.7% | -75.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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