+162.4%
ALL vs A
+11.8%
+150.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +13.3% | 0.0% | +13.3% | +13.2% |
| 3M | +3.2% | +16.7% | -13.5% | +0.9% |
| 6M | +25.3% | +54.8% | -29.5% | +17.2% |
| YTD | +30.5% | +28.8% | +1.6% | +25.4% |
| 1Y | +29.2% | +19.3% | +9.9% | +25.8% |
| 3Y | +119.1% | +65.5% | +53.6% | +93.7% |
| All | +162.4% | +11.8% | +150.6% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling