+84.8%
F vs P
+485.4%
-400.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +5.3% | +6.5% | -1.2% | +4.1% |
| 30D | +4.6% | +18.8% | -14.2% | +0.8% |
| 3M | -3.7% | +26.7% | -30.4% | -8.9% |
| 6M | +16.8% | +62.2% | -45.4% | +4.4% |
| YTD | +15.3% | +48.5% | -33.2% | +4.0% |
| 1Y | +31.0% | +26.4% | +4.6% | +19.7% |
| 3Y | +45.4% | +159.4% | -114.0% | +6.6% |
| 5Y | +54.7% | +275.8% | -221.1% | +2.6% |
| 10Y | +98.2% | +732.0% | -633.8% | +7.9% |
| All | +84.8% | +485.4% | -400.5% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling