-15.1%
F vs ALL
+145.6%
-160.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -3.9% | +3.2% | +0.7% |
| 30D | +2.9% | +10.6% | -7.7% | -0.7% |
| 3M | -9.5% | -4.6% | -4.9% | -8.2% |
| 6M | +4.0% | +20.2% | -16.2% | -4.0% |
| YTD | -1.3% | +23.7% | -25.0% | -10.3% |
| 1Y | -1.9% | +27.9% | -29.8% | -12.2% |
| 3Y | +53.5% | +109.2% | -55.7% | +5.8% |
| 5Y | -15.1% | +148.0% | -163.1% | -48.9% |
| All | -15.1% | +145.6% | -160.7% | -48.9% |
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