+220.4%
W vs M
-5.1%
+225.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -7.4% | -3.3% | -4.1% | -6.1% |
| 30D | +7.8% | +8.1% | -0.3% | +4.6% |
| 3M | +10.9% | +2.2% | +8.7% | +9.8% |
| 6M | +86.4% | +35.1% | +51.3% | +65.4% |
| YTD | +14.0% | +15.8% | -1.9% | +7.4% |
| 1Y | +3.5% | +25.8% | -22.3% | -5.8% |
| 3Y | +164.8% | +156.2% | +8.5% | +81.0% |
| 5Y | -53.1% | -2.4% | -50.8% | -56.5% |
| 10Y | +220.4% | -7.1% | +227.6% | +150.3% |
| All | +220.4% | -5.1% | +225.6% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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