+46.0%
F vs B
+198.7%
-152.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +5.3% | -1.6% | +6.9% | +5.6% |
| 30D | +4.6% | +9.4% | -4.8% | +2.9% |
| 3M | -3.7% | +5.0% | -8.6% | -4.8% |
| 6M | +16.8% | -3.5% | +20.4% | +16.4% |
| YTD | +15.3% | +4.5% | +10.8% | +13.0% |
| 1Y | +31.0% | +67.8% | -36.8% | +17.6% |
| All | +46.0% | +198.7% | -152.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling