+113.6%
C vs U
-73.3%
+186.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.3% | -0.7% |
| 7D | +4.2% | +2.6% | +1.6% | +3.8% |
| 30D | +2.0% | +27.6% | -25.6% | -1.4% |
| 3M | -10.1% | +15.3% | -25.5% | -12.2% |
| 6M | +1.0% | +96.4% | -95.4% | -8.4% |
| YTD | +8.5% | +19.6% | -11.1% | +3.0% |
| 1Y | +25.7% | +42.1% | -16.4% | +16.4% |
| 3Y | +216.0% | +87.5% | +128.5% | +167.9% |
| All | +113.6% | -73.3% | +186.9% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling