+53.9%
F vs ALL
+118.4%
-64.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | -1.5% | +6.1% | +4.9% |
| 3M | -3.7% | +23.6% | -27.3% | -11.3% |
| 6M | +16.8% | +22.3% | -5.5% | +7.6% |
| YTD | +15.3% | +26.5% | -11.2% | +4.5% |
| 1Y | +31.0% | +27.0% | +4.0% | +18.2% |
| 3Y | +45.4% | +149.6% | -104.1% | -5.5% |
| All | +53.9% | +118.4% | -64.5% | +2.5% |
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