+155.2%
W vs BR
+189.7%
-34.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | -0.9% | -3.0% | +2.1% | +2.2% |
| 30D | -4.2% | -0.3% | -4.0% | -4.5% |
| 3M | +26.9% | +17.3% | +9.6% | +7.2% |
| 6M | +31.2% | -6.7% | +37.9% | +39.4% |
| YTD | -1.8% | -23.4% | +21.6% | +26.2% |
| 1Y | +9.3% | -32.7% | +42.0% | +61.1% |
| 3Y | +33.2% | -5.9% | +39.1% | +34.1% |
| 5Y | -62.4% | +8.4% | -70.9% | -67.1% |
| All | +155.2% | +189.7% | -34.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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