+217.0%
W vs M
-3.0%
+220.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | +1.1% | +5.0% | -3.9% | -0.8% |
| 30D | +6.4% | +10.6% | -4.2% | +2.2% |
| 3M | +9.0% | +1.6% | +7.4% | +8.2% |
| 6M | +69.8% | +30.8% | +39.0% | +52.8% |
| YTD | +12.1% | +16.9% | -4.8% | +5.2% |
| 1Y | 0.0% | +26.3% | -26.2% | -9.1% |
| 3Y | +160.3% | +158.6% | +1.7% | +77.4% |
| 5Y | -53.3% | +2.1% | -55.4% | -57.1% |
| 10Y | +217.0% | -4.3% | +221.3% | +145.4% |
| All | +217.0% | -3.0% | +220.0% | +145.4% |
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