+310.5%
F vs ALL
+3,771.7%
-3,461.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +1.4% | +4.2% | -2.8% | -0.5% |
| 30D | +2.0% | +18.9% | -16.9% | -5.7% |
| 3M | -10.4% | +1.2% | -11.6% | -11.3% |
| 6M | +9.7% | +23.2% | -13.5% | -1.6% |
| YTD | -1.2% | +30.0% | -31.2% | -14.0% |
| 1Y | 0.0% | +39.6% | -39.6% | -15.8% |
| 3Y | +41.1% | +115.2% | -74.1% | -4.9% |
| 5Y | -11.4% | +156.2% | -167.7% | -45.9% |
| 10Y | +85.0% | +398.0% | -313.0% | -17.2% |
| All | +310.5% | +3,771.7% | -3,461.2% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling