+130.7%
C vs U
-68.9%
+199.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.6% | -3.8% | +7.4% | +4.1% |
| 30D | +0.1% | +17.5% | -17.4% | -2.2% |
| 3M | +2.4% | +38.7% | -36.3% | -2.3% |
| 6M | +24.9% | +104.4% | -79.5% | +12.6% |
| YTD | +19.8% | -5.7% | +25.5% | +17.8% |
| 1Y | +44.9% | +3.7% | +41.2% | +39.5% |
| 3Y | +263.0% | +12.3% | +250.7% | +229.1% |
| All | +130.7% | -68.9% | +199.6% | +115.6% |
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