+35.9%
F vs A
+457.0%
-421.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.3% | -1.9% | +7.3% | +6.0% |
| 30D | +4.6% | +6.9% | -2.3% | +2.4% |
| 3M | -3.7% | +9.2% | -12.9% | -6.4% |
| 6M | +16.8% | +25.7% | -8.9% | +8.2% |
| YTD | +15.3% | +11.5% | +3.8% | +10.7% |
| 1Y | +31.0% | +18.4% | +12.6% | +23.3% |
| 3Y | +45.4% | +26.6% | +18.8% | +32.2% |
| 5Y | +54.7% | -12.8% | +67.5% | +56.4% |
| 10Y | +98.2% | +247.2% | -149.0% | +32.8% |
| All | +35.9% | +457.0% | -421.1% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling