+135.2%
B vs P
+237.3%
-102.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.4% | +16.9% | +2.0% |
| 7D | +4.3% | -31.9% | +36.2% | +7.8% |
| 30D | -0.9% | -36.5% | +35.6% | +2.9% |
| 3M | -1.4% | +11.6% | -12.9% | -3.7% |
| 6M | +5.0% | +25.2% | -20.2% | +0.8% |
| YTD | -5.8% | +39.4% | -45.3% | -10.7% |
| 1Y | +25.6% | -3.7% | +29.3% | +21.8% |
| 3Y | +161.6% | +167.3% | -5.7% | +130.8% |
| 5Y | +135.2% | +237.3% | -102.1% | +105.1% |
| All | +135.2% | +237.3% | -102.1% | +105.1% |
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