+161.7%
ALL vs P
+286.6%
-124.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.7% |
| 7D | 0.0% | +17.8% | -17.8% | 0.0% |
| 30D | +12.8% | -29.9% | +42.7% | +12.9% |
| 3M | +4.7% | -1.2% | +5.8% | +4.6% |
| 6M | +24.9% | +32.1% | -7.2% | +24.6% |
| YTD | +30.0% | +64.3% | -34.3% | +28.6% |
| 1Y | +29.9% | +24.3% | +5.7% | +29.7% |
| 3Y | +117.5% | +203.2% | -85.7% | +97.9% |
| 5Y | +161.7% | +290.4% | -128.7% | +126.0% |
| All | +161.7% | +286.6% | -124.9% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling