+13.1%
D vs S
-70.0%
+83.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.7% |
| 7D | -3.1% | +4.1% | -7.1% | -3.1% |
| 30D | +8.4% | -7.2% | +15.5% | +8.4% |
| 3M | +0.2% | 0.0% | +0.3% | +0.1% |
| 6M | +9.5% | +41.6% | -32.1% | +8.7% |
| YTD | +18.8% | +48.6% | -29.8% | +17.8% |
| 1Y | +14.7% | +30.0% | -15.3% | +14.0% |
| 3Y | +72.9% | +42.2% | +30.8% | +69.7% |
| 5Y | +13.1% | -70.8% | +83.9% | +13.0% |
| All | +13.1% | -70.0% | +83.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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