+243.6%
W vs P
+748.5%
-504.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +1.6% |
| 7D | +3.3% | -9.6% | +12.9% | +7.5% |
| 30D | +10.5% | -33.4% | +44.0% | +31.5% |
| 3M | +9.6% | +14.2% | -4.6% | -3.7% |
| 6M | +76.4% | +31.6% | +44.8% | +37.6% |
| YTD | +16.4% | +53.5% | -37.1% | -18.3% |
| 1Y | +9.3% | +14.2% | -4.8% | -13.6% |
| 3Y | +172.8% | +190.5% | -17.7% | +9.6% |
| 5Y | -53.4% | +256.3% | -309.7% | -82.8% |
| 10Y | +243.6% | +707.9% | -464.2% | -13.5% |
| All | +243.6% | +748.5% | -504.9% | -13.5% |
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