+44.5%
F vs PL
+403.1%
-358.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.1% | +9.0% | -0.3% |
| 7D | +1.4% | -20.5% | +21.9% | +3.1% |
| 30D | +2.0% | -38.8% | +40.8% | +5.8% |
| 3M | -10.4% | -49.1% | +38.8% | -5.9% |
| 6M | +9.7% | -69.4% | +79.1% | +19.3% |
| YTD | -1.2% | -42.3% | +41.2% | +0.3% |
| 1Y | 0.0% | -14.2% | +14.2% | -2.8% |
| All | +44.5% | +403.1% | -358.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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