+217.0%
W vs P
+691.2%
-474.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | +1.1% | -13.3% | +14.4% | +7.4% |
| 30D | +6.4% | -34.0% | +40.4% | +27.1% |
| 3M | +9.0% | +4.1% | +4.9% | +0.7% |
| 6M | +69.8% | +30.5% | +39.3% | +33.0% |
| YTD | +12.1% | +52.2% | -40.1% | -21.0% |
| 1Y | 0.0% | +10.3% | -10.3% | -19.5% |
| 3Y | +160.3% | +180.9% | -20.5% | +6.8% |
| 5Y | -53.3% | +259.7% | -313.0% | -82.8% |
| 10Y | +217.0% | +652.6% | -435.7% | -20.7% |
| All | +217.0% | +691.2% | -474.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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