+31.0%
F vs B
+70.0%
-39.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +5.3% | -1.6% | +6.9% | +5.5% |
| 30D | +4.6% | +9.4% | -4.8% | +3.1% |
| 3M | -3.7% | +5.0% | -8.6% | -4.6% |
| 6M | +16.8% | -3.5% | +20.4% | +15.8% |
| YTD | +15.3% | +4.5% | +10.8% | +13.6% |
| 1Y | +31.0% | +67.8% | -36.8% | +26.2% |
| All | +31.0% | +70.0% | -39.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling