+31.0%
F vs A
+21.7%
+9.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +5.3% | -1.9% | +7.3% | +6.1% |
| 30D | +4.6% | +6.9% | -2.3% | +1.9% |
| 3M | -3.7% | +9.2% | -12.9% | -7.0% |
| 6M | +16.8% | +25.7% | -8.9% | +5.9% |
| YTD | +15.3% | +11.5% | +3.8% | +9.7% |
| 1Y | +31.0% | +18.4% | +12.6% | +23.1% |
| All | +31.0% | +21.7% | +9.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling