+109.4%
C vs U
-67.9%
+177.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +14.9% | -20.0% | -6.9% |
| 7D | -5.3% | +24.3% | -29.6% | -8.1% |
| 30D | -7.3% | +8.6% | -15.9% | -8.6% |
| 3M | -13.5% | +37.6% | -51.1% | -17.5% |
| 6M | -6.5% | +78.5% | -85.0% | -14.2% |
| YTD | +3.6% | +10.5% | -6.9% | -0.6% |
| 1Y | +18.9% | +15.2% | +3.7% | +13.1% |
| 3Y | +205.0% | +76.6% | +128.4% | +160.4% |
| 5Y | +109.4% | -67.9% | +177.2% | +94.1% |
| All | +109.4% | -67.9% | +177.3% | +94.1% |
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