+141.5%
W vs A
+237.5%
-95.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +3.1% |
| 7D | +6.5% | -2.1% | +8.5% | +8.5% |
| 30D | -6.2% | +0.6% | -6.8% | -7.1% |
| 3M | +48.9% | +10.9% | +38.0% | +33.2% |
| 6M | +31.2% | +28.2% | +3.0% | -2.0% |
| YTD | -0.4% | +8.6% | -9.0% | -12.4% |
| 1Y | +14.8% | +15.5% | -0.7% | -7.1% |
| 3Y | +40.5% | +31.8% | +8.7% | +0.2% |
| 5Y | -62.1% | -14.9% | -47.3% | -57.0% |
| 10Y | +141.5% | +237.8% | -96.3% | -16.2% |
| All | +141.5% | +237.5% | -95.9% | -16.2% |
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