+210.1%
W vs M
-7.1%
+217.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | +0.2% | +7.0% | -6.9% | -2.7% |
| 30D | +6.8% | +8.9% | -2.1% | +3.3% |
| 3M | +10.7% | +4.5% | +6.2% | +8.7% |
| 6M | +86.3% | +36.2% | +50.1% | +64.8% |
| YTD | +11.5% | +15.1% | -3.7% | +5.3% |
| 1Y | +5.1% | +27.4% | -22.3% | -4.8% |
| 3Y | +171.0% | +160.1% | +10.8% | +84.4% |
| 5Y | -56.6% | -1.6% | -55.0% | -59.7% |
| All | +210.1% | -7.1% | +217.2% | +142.7% |
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