+63.8%
F vs COMP
-47.7%
+111.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | +5.3% | +1.4% | +4.0% | +5.1% |
| 30D | +4.6% | -13.3% | +17.9% | +6.9% |
| 3M | -3.7% | +41.1% | -44.8% | -9.2% |
| 6M | +16.8% | +17.2% | -0.4% | +11.9% |
| YTD | +15.3% | +5.2% | +10.1% | +11.5% |
| 1Y | +31.0% | +18.9% | +12.1% | +23.6% |
| 3Y | +45.4% | +215.9% | -170.5% | +9.4% |
| 5Y | +54.7% | -31.2% | +85.9% | +25.8% |
| All | +63.8% | -47.7% | +111.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling