+215.2%
XLY vs ALL
+365.1%
-149.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -0.9% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | -2.7% | +16.0% | -18.7% | -8.2% |
| 6M | -0.6% | +24.6% | -25.2% | -9.0% |
| YTD | -5.0% | +23.7% | -28.7% | -13.1% |
| 1Y | -4.1% | +27.7% | -31.8% | -13.6% |
| 3Y | +33.6% | +150.2% | -116.6% | -11.2% |
| 5Y | +28.7% | +117.1% | -88.4% | -11.4% |
| All | +215.2% | +365.1% | -149.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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