-44.8%
IT vs A
-14.2%
-30.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.7% | -4.8% | -6.2% |
| 7D | -9.1% | -2.1% | -7.1% | -8.2% |
| 30D | -7.0% | +0.6% | -7.6% | -7.3% |
| 3M | +7.6% | +10.9% | -3.3% | +2.4% |
| 6M | +2.1% | +28.2% | -26.0% | -10.2% |
| YTD | -31.6% | +8.6% | -40.2% | -34.6% |
| 1Y | -29.9% | +15.5% | -45.4% | -35.5% |
| 3Y | -51.3% | +31.8% | -83.1% | -59.7% |
| 5Y | -44.8% | -14.9% | -29.9% | -41.2% |
| All | -44.8% | -14.2% | -30.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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