+31.0%
F vs NET
+36.1%
-5.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.6% |
| 7D | +5.3% | -7.0% | +12.3% | +5.8% |
| 30D | +4.6% | -4.8% | +9.4% | +4.7% |
| 3M | -3.7% | +3.8% | -7.5% | -4.2% |
| 6M | +16.8% | +50.0% | -33.2% | +13.2% |
| YTD | +15.3% | +41.5% | -26.2% | +11.7% |
| 1Y | +31.0% | +32.8% | -1.8% | +27.5% |
| All | +31.0% | +36.1% | -5.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 1y: compounded portfolio wealth divided by compounded NET 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…
1y analysis · Full analysis span regression · 6 months rolling