-24.8%
U vs P
+587.0%
-611.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -3.1% |
| 7D | +32.3% | -9.6% | +41.9% | +35.8% |
| 30D | +9.7% | -33.4% | +43.1% | +29.6% |
| 3M | +19.6% | +14.2% | +5.4% | +4.4% |
| 6M | +82.6% | +31.6% | +51.1% | +40.8% |
| YTD | +16.4% | +53.5% | -37.0% | -19.4% |
| 1Y | +28.5% | +14.2% | +14.3% | +0.8% |
| 3Y | +103.8% | +190.5% | -86.7% | -32.1% |
| 5Y | -70.0% | +256.3% | -326.4% | -91.4% |
| All | -24.8% | +587.0% | -611.7% | -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