+113.6%
C vs A
+11.8%
+101.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | +4.2% | -0.5% | +4.6% | +4.3% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | -10.1% | +16.7% | -26.8% | -15.2% |
| 6M | +1.0% | +54.8% | -53.8% | -15.1% |
| YTD | +8.5% | +28.8% | -20.3% | -2.3% |
| 1Y | +25.7% | +19.3% | +6.4% | +16.6% |
| 3Y | +216.0% | +65.5% | +150.5% | +148.1% |
| All | +113.6% | +11.8% | +101.8% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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