+615.0%
F vs B
+803.7%
-188.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +5.3% | -1.6% | +6.9% | +5.4% |
| 30D | +4.6% | +9.4% | -4.8% | +4.1% |
| 3M | -3.7% | +5.0% | -8.6% | -4.0% |
| 6M | +16.8% | -3.5% | +20.4% | +16.8% |
| YTD | +15.3% | +4.5% | +10.8% | +14.7% |
| 1Y | +31.0% | +67.8% | -36.8% | +27.3% |
| 3Y | +45.4% | +196.7% | -151.3% | +37.3% |
| 5Y | +54.7% | +151.9% | -97.3% | +46.3% |
| 10Y | +98.2% | +202.2% | -103.9% | +84.3% |
| All | +615.0% | +803.7% | -188.7% | +647.1% |
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 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