+389.7%
B vs M
+396.5%
-6.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | -1.6% | +4.7% | -6.3% | -1.7% |
| 30D | +9.4% | -9.6% | +19.1% | +9.6% |
| 3M | +5.0% | +0.9% | +4.1% | +5.0% |
| 6M | -3.5% | +22.3% | -25.8% | -3.9% |
| YTD | +4.5% | +6.5% | -2.1% | +4.3% |
| 1Y | +67.8% | +38.8% | +29.0% | +66.9% |
| 3Y | +196.7% | +115.9% | +80.8% | +193.2% |
| 5Y | +151.9% | +28.6% | +123.3% | +149.4% |
| 10Y | +202.2% | -2.5% | +204.7% | +199.3% |
| All | +389.7% | +396.5% | -6.8% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling