+58.4%
F vs P
+449.6%
-391.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.4% | +15.3% | +1.7% |
| 7D | +1.4% | -31.9% | +33.3% | +7.7% |
| 30D | +2.0% | -36.5% | +38.6% | +9.3% |
| 3M | -10.4% | +11.6% | -21.9% | -14.1% |
| 6M | +9.7% | +25.2% | -15.5% | +1.4% |
| YTD | -1.2% | +39.4% | -40.6% | -11.4% |
| 1Y | 0.0% | -3.7% | +3.7% | -5.0% |
| 3Y | +41.1% | +167.3% | -126.2% | +0.8% |
| 5Y | -11.4% | +237.3% | -248.8% | -41.1% |
| 10Y | +85.0% | +698.6% | -613.7% | 0.0% |
| All | +58.4% | +449.6% | -391.3% | -13.6% |
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