-26.3%
U vs M
+346.3%
-372.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +24.4% | +5.0% | +19.3% | +21.3% |
| 30D | +7.4% | +10.6% | -3.3% | +2.7% |
| 3M | +16.8% | +1.6% | +15.2% | +14.7% |
| 6M | +78.8% | +30.8% | +47.9% | +58.3% |
| YTD | +14.0% | +16.9% | -2.9% | +3.2% |
| 1Y | +16.7% | +26.3% | -9.5% | +2.1% |
| 3Y | +86.4% | +158.6% | -72.2% | +14.9% |
| 5Y | -71.5% | +2.1% | -73.6% | -76.5% |
| All | -26.3% | +346.3% | -372.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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