+121.7%
B vs M
+0.1%
+121.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.1% |
| 7D | +7.1% | +5.0% | +2.1% | +6.7% |
| 30D | -3.3% | +10.6% | -14.0% | -4.1% |
| 3M | -2.5% | +1.6% | -4.1% | -2.8% |
| 6M | -7.2% | +30.8% | -38.1% | -9.1% |
| YTD | -7.4% | +16.9% | -24.3% | -8.7% |
| 1Y | +16.4% | +26.3% | -9.8% | +14.1% |
| 3Y | +178.7% | +158.6% | +20.1% | +160.9% |
| 5Y | +121.7% | +2.1% | +119.6% | +109.3% |
| All | +121.7% | +0.1% | +121.6% | +109.3% |
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