-3.3%
F vs B
+15.1%
-18.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +0.4% |
| 7D | +1.0% | +7.1% | -6.2% | -0.4% |
| 30D | +2.1% | -3.3% | +5.5% | +2.5% |
| 3M | -10.3% | -2.5% | -7.7% | -10.2% |
| 6M | +3.3% | -7.2% | +10.5% | +3.4% |
| YTD | -2.0% | -7.4% | +5.4% | -3.4% |
| All | -3.3% | +15.1% | -18.5% | -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