+14.5%
NET vs A
+24.4%
-9.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -3.0% |
| 7D | -16.4% | -2.4% | -14.0% | -15.3% |
| 30D | -25.8% | +3.6% | -29.4% | -26.9% |
| 3M | -11.5% | +27.5% | -39.0% | -20.0% |
| 6M | +18.9% | +58.5% | -39.6% | -2.4% |
| YTD | +35.2% | +31.2% | +4.0% | +19.5% |
| 1Y | +14.5% | +22.2% | -7.7% | +2.3% |
| All | +14.5% | +24.4% | -9.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling