+208.9%
W vs A
+300.7%
-91.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -0.4% |
| 7D | -1.7% | +0.7% | -2.4% | -2.3% |
| 30D | +3.2% | +0.8% | +2.4% | +2.4% |
| 3M | +8.3% | +16.9% | -8.6% | -7.7% |
| 6M | +84.3% | +53.8% | +30.5% | +16.1% |
| YTD | +11.0% | +28.1% | -17.1% | -17.3% |
| 1Y | -0.2% | +15.0% | -15.3% | -16.9% |
| 3Y | +157.9% | +63.1% | +94.8% | +47.6% |
| 5Y | -56.8% | +11.5% | -68.2% | -62.2% |
| All | +208.9% | +300.7% | -91.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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