-11.4%
F vs COMP
-28.0%
+16.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.1% | +0.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | +2.0% | -0.8% | +2.8% | +1.9% |
| 3M | -10.4% | -28.1% | +17.8% | -5.9% |
| 6M | +9.7% | +27.0% | -17.3% | +3.6% |
| YTD | -1.2% | -12.8% | +11.6% | -1.9% |
| 1Y | 0.0% | +4.9% | -4.9% | -3.9% |
| 3Y | +41.1% | +321.0% | -279.9% | 0.0% |
| 5Y | -11.4% | -25.6% | +14.2% | -30.0% |
| All | -11.4% | -28.0% | +16.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling