-37.5%
U vs M
+296.1%
-333.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.6% |
| 7D | +4.5% | +2.4% | +2.1% | +3.5% |
| 30D | -0.6% | -11.6% | +11.0% | +3.9% |
| 3M | +48.4% | +1.6% | +46.8% | +46.1% |
| 6M | +115.4% | +25.2% | +90.1% | +94.6% |
| YTD | -3.2% | +3.8% | -7.0% | -7.4% |
| 1Y | -6.0% | +36.3% | -42.4% | -19.4% |
| 3Y | +13.5% | +116.3% | -102.9% | -24.4% |
| 5Y | -68.0% | +28.2% | -96.2% | -72.6% |
| All | -37.5% | +296.1% | -333.5% | -40.0% |
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