-10.4%
F vs U
+35.0%
-45.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.9% | -16.0% | -1.4% |
| 7D | +1.4% | +24.3% | -22.9% | +0.7% |
| 30D | +2.0% | +8.6% | -6.5% | +1.8% |
| 3M | -10.4% | +37.6% | -47.9% | -10.3% |
| All | -10.4% | +35.0% | -45.4% | -10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling