+44.5%
F vs S
+32.3%
+12.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.8% | +7.7% | 0.0% |
| 7D | +1.4% | -16.7% | +18.1% | +3.7% |
| 30D | +2.0% | -17.0% | +19.0% | +4.3% |
| 3M | -10.4% | +2.0% | -12.4% | -11.6% |
| 6M | +9.7% | +35.1% | -25.3% | +2.6% |
| YTD | -1.2% | +42.8% | -44.0% | -9.3% |
| 1Y | 0.0% | +27.7% | -27.7% | -6.4% |
| All | +44.5% | +32.3% | +12.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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