+62.1%
D vs A
+26.9%
+35.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -1.9% | +3.4% | +1.7% |
| 30D | -2.6% | +6.9% | -9.5% | -3.5% |
| 3M | 0.0% | +9.2% | -9.2% | -1.2% |
| 6M | +7.4% | +25.7% | -18.3% | +3.8% |
| YTD | +15.9% | +11.5% | +4.3% | +13.9% |
| 1Y | +18.1% | +18.4% | -0.2% | +14.6% |
| All | +62.1% | +26.9% | +35.2% | +41.0% |
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