-3.5%
F vs U
+17.1%
-20.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -2.1% | +16.9% | -19.1% | -2.7% |
| 30D | +3.3% | +6.4% | -3.0% | +3.0% |
| 3M | -11.3% | +13.2% | -24.5% | -11.8% |
| 6M | +5.3% | +84.8% | -79.5% | +3.0% |
| YTD | -2.2% | +12.4% | -14.6% | -2.1% |
| 1Y | -3.5% | +19.8% | -23.3% | -4.6% |
| All | -3.5% | +17.1% | -20.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling