+15.2%
D vs M
-11.5%
+26.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.2% |
| 7D | +3.0% | -4.3% | +7.2% | +3.2% |
| 30D | +11.5% | +1.3% | +10.2% | +11.4% |
| 3M | +3.7% | -7.4% | +11.1% | +4.1% |
| 6M | +13.5% | +18.3% | -4.8% | +12.3% |
| YTD | +20.7% | +7.6% | +13.1% | +19.8% |
| 1Y | +18.2% | +17.4% | +0.8% | +16.7% |
| 3Y | +73.3% | +108.4% | -35.0% | +63.1% |
| All | +15.2% | -11.5% | +26.7% | +11.0% |
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