+46.0%
F vs P
+158.6%
-112.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +5.3% | +6.5% | -1.2% | +4.6% |
| 30D | +4.6% | +18.8% | -14.2% | +2.5% |
| 3M | -3.7% | +26.7% | -30.4% | -6.6% |
| 6M | +16.8% | +62.2% | -45.4% | +9.7% |
| YTD | +15.3% | +48.5% | -33.2% | +8.9% |
| 1Y | +31.0% | +26.4% | +4.6% | +24.3% |
| All | +46.0% | +158.6% | -112.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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