+46.9%
IR vs M
+0.2%
+46.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.1% | -3.3% | +4.4% | +1.8% |
| 30D | +7.6% | +8.1% | -0.5% | +5.3% |
| 3M | +0.1% | +2.2% | -2.1% | -0.9% |
| 6M | +14.0% | +35.1% | -21.2% | +5.3% |
| YTD | +7.5% | +15.8% | -8.4% | +2.6% |
| 1Y | +10.1% | +25.8% | -15.7% | +3.0% |
| 3Y | +24.9% | +156.2% | -131.4% | -6.0% |
| 5Y | +46.9% | -2.4% | +49.2% | +30.5% |
| All | +46.9% | +0.2% | +46.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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