+46.0%
F vs ALL
+150.1%
-104.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | -1.5% | +6.1% | +4.8% |
| 3M | -3.7% | +23.6% | -27.3% | -8.3% |
| 6M | +16.8% | +22.3% | -5.5% | +11.2% |
| YTD | +15.3% | +26.5% | -11.2% | +8.5% |
| 1Y | +31.0% | +27.0% | +4.0% | +22.9% |
| All | +46.0% | +150.1% | -104.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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