+265.0%
C vs B
+198.7%
+66.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +0.1% | +9.4% | -9.4% | -1.4% |
| 3M | +2.4% | +5.0% | -2.6% | +1.2% |
| 6M | +24.9% | -3.5% | +28.5% | +24.3% |
| YTD | +19.8% | +4.5% | +15.3% | +17.4% |
| 1Y | +44.9% | +67.8% | -22.9% | +32.9% |
| All | +265.0% | +198.7% | +66.3% | +194.8% |
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