+53.9%
F vs U
-68.9%
+122.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +5.3% | -3.8% | +9.1% | +5.9% |
| 30D | +4.6% | +17.5% | -12.9% | +1.8% |
| 3M | -3.7% | +38.7% | -42.4% | -8.9% |
| 6M | +16.8% | +104.4% | -87.6% | +3.3% |
| YTD | +15.3% | -5.7% | +21.0% | +13.1% |
| 1Y | +31.0% | +3.7% | +27.3% | +24.9% |
| 3Y | +45.4% | +12.3% | +33.1% | +28.7% |
| All | +53.9% | -68.9% | +122.8% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling