+112.2%
C vs U
-68.6%
+180.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.5% |
| 7D | -0.4% | +24.4% | -24.7% | -3.3% |
| 30D | -5.2% | +7.4% | -12.5% | -6.4% |
| 3M | -9.1% | +16.8% | -25.9% | -11.3% |
| 6M | -1.6% | +78.8% | -80.3% | -9.7% |
| YTD | +6.9% | +14.0% | -7.0% | +2.2% |
| 1Y | +23.0% | +16.7% | +6.2% | +16.9% |
| 3Y | +216.1% | +86.4% | +129.8% | +168.3% |
| 5Y | +112.2% | -71.5% | +183.7% | +97.1% |
| All | +112.2% | -68.6% | +180.8% | +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