+46.7%
C vs U
-5.7%
+52.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.6% | -3.8% | +7.4% | +4.0% |
| 30D | +0.1% | +17.5% | -17.4% | -1.6% |
| 3M | +2.4% | +38.7% | -36.3% | -1.1% |
| 6M | +24.9% | +104.4% | -79.5% | +15.2% |
| YTD | +19.8% | -5.7% | +25.5% | +18.4% |
| All | +46.7% | -5.7% | +52.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling