+279.3%
B vs A
+457.0%
-177.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +9.4% | +6.9% | +2.5% | +8.9% |
| 3M | +5.0% | +9.2% | -4.3% | +4.2% |
| 6M | -3.5% | +25.7% | -29.2% | -5.5% |
| YTD | +4.5% | +11.5% | -7.1% | +3.3% |
| 1Y | +67.8% | +18.4% | +49.4% | +65.1% |
| 3Y | +196.7% | +26.6% | +170.1% | +189.3% |
| 5Y | +151.9% | -12.8% | +164.7% | +151.0% |
| 10Y | +202.2% | +247.2% | -45.0% | +174.2% |
| All | +279.3% | +457.0% | -177.8% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling