+138.0%
B vs P
+247.4%
-109.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.2% |
| 7D | +9.6% | -23.8% | +33.4% | +12.0% |
| 30D | +3.5% | -36.6% | +40.1% | +7.6% |
| 3M | -1.6% | +10.9% | -12.5% | -3.8% |
| 6M | -1.7% | +30.0% | -31.7% | -6.0% |
| YTD | -5.3% | +44.4% | -49.7% | -10.5% |
| 1Y | +27.2% | +3.9% | +23.3% | +22.6% |
| 3Y | +166.1% | +176.6% | -10.5% | +133.9% |
| All | +138.0% | +247.4% | -109.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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