+206.6%
C vs B
+164.0%
+42.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.6% | -5.1% |
| 7D | -5.3% | +4.3% | -9.6% | -5.9% |
| 30D | -7.3% | -0.9% | -6.4% | -7.3% |
| 3M | -13.5% | -1.4% | -12.1% | -13.6% |
| 6M | -6.5% | +5.0% | -11.5% | -7.8% |
| YTD | +3.6% | -5.8% | +9.4% | +2.8% |
| 1Y | +18.9% | +25.6% | -6.7% | +13.8% |
| All | +206.6% | +164.0% | +42.5% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling