+12.2%
KEY vs A
+15.4%
-3.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +5.1% | +3.4% | +1.8% | +3.6% |
| 3M | -7.1% | +23.8% | -30.9% | -15.5% |
| 6M | -4.4% | +49.0% | -53.4% | -20.7% |
| YTD | +4.0% | +29.4% | -25.4% | -8.4% |
| 1Y | +23.4% | +19.4% | +4.0% | +12.8% |
| 3Y | +113.9% | +66.2% | +47.7% | +58.5% |
| All | +12.2% | +15.4% | -3.1% | -8.3% |
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