+106.9%
B vs A
+11.2%
+95.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.6% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -6.6% | +0.8% | -7.4% | -6.7% |
| 3M | -7.9% | +16.9% | -24.8% | -11.2% |
| 6M | -16.8% | +53.8% | -70.6% | -25.1% |
| YTD | -11.7% | +28.1% | -39.8% | -17.1% |
| 1Y | +3.5% | +15.0% | -11.6% | -0.4% |
| 3Y | +165.7% | +63.1% | +102.6% | +130.9% |
| All | +106.9% | +11.2% | +95.7% | +90.1% |
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