+3.7%
F vs A
+24.4%
-20.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +6.0% | -2.4% | +8.4% | +6.8% |
| 30D | +4.3% | +3.6% | +0.7% | +3.0% |
| 3M | -10.1% | +27.5% | -37.5% | -17.9% |
| 6M | +12.8% | +58.5% | -45.7% | -6.2% |
| YTD | -0.1% | +31.2% | -31.3% | -10.8% |
| 1Y | +3.7% | +22.2% | -18.5% | -4.3% |
| All | +3.7% | +24.4% | -20.7% | -4.3% |
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