+519.6%
F vs B
+710.4%
-190.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.5% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | +4.3% | +0.3% | +4.0% | +4.2% |
| 3M | -10.1% | +5.4% | -15.5% | -10.4% |
| 6M | +12.8% | +5.5% | +7.3% | +12.2% |
| YTD | -0.1% | -6.3% | +6.2% | -0.1% |
| 1Y | +3.7% | +29.4% | -25.7% | +2.1% |
| 3Y | +42.7% | +160.3% | -117.6% | +35.5% |
| 5Y | -11.0% | +144.6% | -155.6% | -15.6% |
| 10Y | +87.0% | +169.3% | -82.3% | +74.9% |
| All | +519.6% | +710.4% | -190.8% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling