+243.6%
W vs ALL
+367.3%
-123.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +3.3% | -3.9% | +7.2% | +5.8% |
| 30D | +10.5% | +10.6% | -0.1% | +4.3% |
| 3M | +9.6% | -4.6% | +14.2% | +12.0% |
| 6M | +76.4% | +20.2% | +56.2% | +54.0% |
| YTD | +16.4% | +23.7% | -7.3% | -1.8% |
| 1Y | +9.3% | +27.9% | -18.5% | -9.8% |
| 3Y | +172.8% | +109.2% | +63.6% | +45.3% |
| 5Y | -53.4% | +148.0% | -201.4% | -79.1% |
| 10Y | +243.6% | +363.8% | -120.1% | +12.9% |
| All | +243.6% | +367.3% | -123.7% | +12.9% |
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