+144.9%
W vs ALL
+368.3%
-223.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.3% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.6% | -1.5% | -6.1% | -7.2% |
| 3M | +37.2% | +23.6% | +13.5% | +18.6% |
| 6M | +26.3% | +22.3% | +4.0% | +8.8% |
| YTD | -1.0% | +26.5% | -27.5% | -17.3% |
| 1Y | +20.1% | +27.0% | -6.9% | -0.5% |
| 3Y | +37.8% | +149.6% | -111.8% | -36.5% |
| 5Y | -63.7% | +118.1% | -181.7% | -81.6% |
| All | +144.9% | +368.3% | -223.4% | -30.5% |
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