+43.5%
F vs A
+64.2%
-20.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.3% |
| 7D | +1.6% | -0.1% | +1.6% | +1.5% |
| 30D | +2.6% | +3.4% | -0.7% | +1.2% |
| 3M | -8.8% | +23.8% | -32.6% | -16.2% |
| 6M | +4.6% | +49.0% | -44.4% | -11.1% |
| YTD | -1.9% | +29.4% | -31.3% | -12.2% |
| 1Y | -0.8% | +19.4% | -20.1% | -8.5% |
| 3Y | +43.5% | +66.2% | -22.7% | +16.9% |
| All | +43.5% | +64.2% | -20.8% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling