+232.1%
W vs ALL
+370.9%
-138.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | +1.1% |
| 7D | -3.6% | -1.9% | -1.7% | -2.4% |
| 30D | +7.0% | +13.8% | -6.8% | -0.7% |
| 3M | +7.4% | -7.0% | +14.4% | +11.3% |
| 6M | +69.3% | +18.0% | +51.3% | +49.5% |
| YTD | +11.3% | +24.2% | -12.9% | -6.3% |
| 1Y | +13.2% | +31.2% | -18.0% | -8.0% |
| 3Y | +142.0% | +107.5% | +34.5% | +29.9% |
| 5Y | -54.6% | +144.8% | -199.4% | -79.4% |
| All | +232.1% | +370.9% | -138.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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