-13.2%
BE vs NET
+7.3%
-20.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.3% | +7.9% |
| 7D | +20.0% | -7.0% | +27.0% | +21.9% |
| 30D | +7.9% | -4.8% | +12.7% | +8.5% |
| 3M | -13.2% | +3.8% | -17.0% | -13.6% |
| All | -13.2% | +7.3% | -20.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 3mo: compounded portfolio wealth divided by compounded NET 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…
3mo analysis · Full analysis span regression · Available span rolling