+6.7%
D vs M
+27.3%
-20.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.5% |
| 7D | +0.4% | +4.7% | -4.3% | +0.2% |
| 30D | -3.6% | -9.6% | +6.1% | -3.1% |
| 3M | -1.0% | +0.9% | -1.8% | -1.1% |
| 6M | +6.3% | +22.3% | -16.0% | +5.0% |
| YTD | +14.7% | +6.5% | +8.2% | +14.1% |
| 1Y | +16.9% | +38.8% | -21.8% | +14.6% |
| 3Y | +56.8% | +115.9% | -59.1% | +48.8% |
| All | +6.7% | +27.3% | -20.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling