+210.1%
W vs ALL
+377.9%
-167.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.2% | +5.0% | -4.9% | -2.7% |
| 30D | +6.8% | +13.3% | -6.5% | -0.7% |
| 3M | +10.7% | +3.2% | +7.5% | +8.1% |
| 6M | +86.3% | +25.3% | +61.0% | +58.8% |
| YTD | +11.5% | +30.5% | -19.0% | -8.9% |
| 1Y | +5.1% | +29.2% | -24.1% | -13.5% |
| 3Y | +171.0% | +119.1% | +51.9% | +40.7% |
| 5Y | -56.6% | +162.6% | -219.2% | -81.2% |
| All | +210.1% | +377.9% | -167.8% | +5.0% |
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