+53.9%
F vs IT
-40.5%
+94.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.6% |
| 7D | +5.3% | -6.0% | +11.4% | +6.9% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -3.7% | +13.1% | -16.7% | -7.8% |
| 6M | +16.8% | +11.7% | +5.1% | +10.8% |
| YTD | +15.3% | -26.1% | +41.4% | +26.0% |
| 1Y | +31.0% | -21.3% | +52.3% | +38.2% |
| 3Y | +45.4% | -46.7% | +92.2% | +70.3% |
| All | +53.9% | -40.5% | +94.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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