-15.8%
F vs COMP
-17.6%
+1.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.5% | -2.4% |
| 7D | +1.6% | +13.4% | -11.9% | -0.7% |
| 30D | +2.6% | +11.1% | -8.5% | +0.5% |
| 3M | -8.8% | -18.8% | +10.0% | -6.2% |
| 6M | +4.6% | +10.5% | -5.9% | +1.5% |
| YTD | -1.9% | -3.4% | +1.5% | -4.3% |
| 1Y | -0.8% | +19.7% | -20.5% | -6.7% |
| 3Y | +43.5% | +381.6% | -338.1% | -0.6% |
| All | -15.8% | -17.6% | +1.8% | -33.9% |
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