+53.9%
F vs NET
+112.9%
-59.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.8% |
| 7D | +5.3% | -7.0% | +12.3% | +6.4% |
| 30D | +4.6% | -4.8% | +9.4% | +5.1% |
| 3M | -3.7% | +3.8% | -7.5% | -4.8% |
| 6M | +16.8% | +50.0% | -33.2% | +7.0% |
| YTD | +15.3% | +41.5% | -26.2% | +5.9% |
| 1Y | +31.0% | +32.8% | -1.8% | +21.0% |
| 3Y | +45.4% | +335.9% | -290.4% | +3.8% |
| All | +53.9% | +112.9% | -59.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling