+73.3%
D vs A
+64.2%
+9.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | +11.5% | +3.4% | +8.1% | +11.1% |
| 3M | +3.7% | +23.8% | -20.1% | +1.3% |
| 6M | +13.5% | +49.0% | -35.5% | +8.3% |
| YTD | +20.7% | +29.4% | -8.7% | +17.0% |
| 1Y | +18.2% | +19.4% | -1.1% | +16.1% |
| 3Y | +73.3% | +66.2% | +7.1% | +53.1% |
| All | +73.3% | +64.2% | +9.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling