+1,449.6%
NET vs A
+104.5%
+1,345.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | -7.0% | -1.9% | -5.0% | -5.6% |
| 30D | -4.8% | +6.9% | -11.7% | -9.5% |
| 3M | +3.8% | +9.2% | -5.4% | -3.6% |
| 6M | +50.0% | +25.7% | +24.4% | +23.7% |
| YTD | +41.5% | +11.5% | +29.9% | +27.6% |
| 1Y | +32.8% | +18.4% | +14.5% | +12.8% |
| 3Y | +335.9% | +26.6% | +309.3% | +224.9% |
| 5Y | +113.8% | -12.8% | +126.6% | +119.0% |
| All | +1,449.6% | +104.5% | +1,345.0% | +851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling