+105.9%
C vs P
+247.4%
-141.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -2.4% | -23.8% | +21.4% | +1.3% |
| 30D | -6.0% | -36.6% | +30.6% | 0.0% |
| 3M | -10.5% | +10.9% | -21.4% | -13.2% |
| 6M | -5.7% | +30.0% | -35.7% | -11.7% |
| YTD | +4.1% | +44.4% | -40.2% | -4.6% |
| 1Y | +20.5% | +3.9% | +16.6% | +14.6% |
| 3Y | +208.1% | +176.6% | +31.5% | +135.4% |
| All | +105.9% | +247.4% | -141.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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