+17.1%
D vs M
+26.3%
-9.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.4% | +5.0% | -2.6% | +2.1% |
| 30D | +10.9% | +10.6% | +0.3% | +10.5% |
| 3M | +2.8% | +1.6% | +1.3% | +2.7% |
| 6M | +12.7% | +30.8% | -18.1% | +12.1% |
| YTD | +20.3% | +16.9% | +3.4% | +20.4% |
| 1Y | +17.1% | +26.3% | -9.1% | +17.9% |
| All | +17.1% | +26.3% | -9.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling