+105.9%
C vs U
-66.8%
+172.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | -2.4% | +36.6% | -39.0% | -6.4% |
| 30D | -6.0% | +13.3% | -19.3% | -7.8% |
| 3M | -10.5% | +26.2% | -36.7% | -13.6% |
| 6M | -5.7% | +88.7% | -94.5% | -14.1% |
| YTD | +4.1% | +16.6% | -12.4% | -0.8% |
| 1Y | +20.5% | +29.0% | -8.5% | +13.0% |
| 3Y | +208.1% | +99.5% | +108.6% | +159.2% |
| All | +105.9% | -66.8% | +172.7% | +88.9% |
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