-3.5%
F vs B
+13.3%
-16.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | 0.0% |
| 7D | -2.1% | -2.7% | +0.5% | -1.7% |
| 30D | +3.3% | -4.3% | +7.7% | +3.9% |
| 3M | -11.3% | -2.3% | -9.0% | -11.3% |
| 6M | +5.3% | -16.2% | +21.5% | +7.8% |
| YTD | -2.2% | -8.8% | +6.6% | -3.4% |
| 1Y | -3.5% | +11.4% | -14.9% | -9.9% |
| All | -3.5% | +13.3% | -16.9% | -9.9% |
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