+1,449.6%
NET vs B
+207.2%
+1,242.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -7.0% | -1.6% | -5.4% | -6.7% |
| 30D | -4.8% | +9.4% | -14.2% | -6.6% |
| 3M | +3.8% | +5.0% | -1.2% | +2.5% |
| 6M | +50.0% | -3.5% | +53.6% | +49.3% |
| YTD | +41.5% | +4.5% | +37.0% | +37.9% |
| 1Y | +32.8% | +67.8% | -34.9% | +16.6% |
| 3Y | +335.9% | +196.7% | +139.2% | +232.1% |
| 5Y | +113.8% | +151.9% | -38.1% | +64.9% |
| All | +1,449.6% | +207.2% | +1,242.3% | +1,085.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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