+53.9%
F vs S
-71.4%
+125.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | -7.7% | +13.0% | +6.8% |
| 30D | +4.6% | -5.3% | +9.9% | +5.2% |
| 3M | -3.7% | +20.3% | -23.9% | -7.7% |
| 6M | +16.8% | +47.4% | -30.5% | +6.6% |
| YTD | +15.3% | +32.5% | -17.2% | +7.1% |
| 1Y | +31.0% | +9.5% | +21.5% | +25.8% |
| 3Y | +45.4% | +15.5% | +29.9% | +32.3% |
| All | +53.9% | -71.4% | +125.3% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling