-22.7%
U vs P
+621.4%
-644.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.2% | +6.1% |
| 7D | +2.6% | +11.6% | -9.1% | -2.9% |
| 30D | +27.6% | -23.7% | +51.2% | +40.4% |
| 3M | +15.3% | -8.0% | +23.3% | +13.4% |
| 6M | +96.4% | +27.9% | +68.5% | +55.7% |
| YTD | +19.6% | +61.2% | -41.6% | -19.2% |
| 1Y | +42.1% | +28.6% | +13.5% | +4.1% |
| 3Y | +87.5% | +200.5% | -112.9% | -38.3% |
| 5Y | -73.1% | +282.9% | -356.1% | -92.6% |
| All | -22.7% | +621.4% | -644.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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