+130.7%
C vs NET
+112.9%
+17.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +3.6% | -7.0% | +10.6% | +4.5% |
| 30D | +0.1% | -4.8% | +4.9% | +0.5% |
| 3M | +2.4% | +3.8% | -1.4% | +1.4% |
| 6M | +24.9% | +50.0% | -25.1% | +16.7% |
| YTD | +19.8% | +41.5% | -21.7% | +12.2% |
| 1Y | +44.9% | +32.8% | +12.0% | +36.4% |
| 3Y | +263.0% | +335.9% | -72.9% | +190.0% |
| All | +130.7% | +112.9% | +17.8% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling