+46.0%
F vs D
+56.9%
-10.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | -3.6% | +8.1% | +5.8% |
| 3M | -3.7% | -1.0% | -2.7% | -3.5% |
| 6M | +16.8% | +6.3% | +10.5% | +13.8% |
| YTD | +15.3% | +14.7% | +0.6% | +9.0% |
| 1Y | +31.0% | +16.9% | +14.1% | +22.7% |
| All | +46.0% | +56.9% | -10.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling