-15.8%
F vs ALL
+143.1%
-158.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | +0.8% |
| 7D | +1.6% | -1.9% | +3.5% | +2.2% |
| 30D | +2.6% | +13.8% | -11.1% | -1.9% |
| 3M | -8.8% | -7.0% | -1.8% | -6.7% |
| 6M | +4.6% | +18.0% | -13.4% | -2.7% |
| YTD | -1.9% | +24.2% | -26.1% | -11.0% |
| 1Y | -0.8% | +31.2% | -31.9% | -12.1% |
| 3Y | +43.5% | +107.5% | -64.1% | -0.6% |
| All | -15.8% | +143.1% | -158.9% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling