+48.4%
IR vs M
+27.3%
+21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -2.8% | +4.7% | -7.6% | -3.8% |
| 30D | -15.1% | -9.6% | -5.5% | -13.2% |
| 3M | +6.1% | +0.9% | +5.2% | +5.6% |
| 6M | -16.8% | +22.3% | -39.1% | -20.8% |
| YTD | -3.5% | +6.5% | -10.1% | -5.6% |
| 1Y | -3.5% | +38.8% | -42.3% | -11.0% |
| 3Y | +9.5% | +115.9% | -106.4% | -12.7% |
| All | +48.4% | +27.3% | +21.1% | +31.3% |
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