+105.5%
B vs M
-3.3%
+108.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -7.3% | +7.0% | -14.3% | -7.8% |
| 30D | -3.3% | +8.9% | -12.2% | -4.0% |
| 3M | -7.8% | +4.5% | -12.3% | -8.2% |
| 6M | -15.5% | +36.2% | -51.7% | -17.4% |
| YTD | -12.3% | +15.1% | -27.4% | -13.4% |
| 1Y | +5.4% | +27.4% | -22.1% | +3.3% |
| 3Y | +165.5% | +160.1% | +5.4% | +148.8% |
| All | +105.5% | -3.3% | +108.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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