+1,381.0%
NET vs B
+175.5%
+1,205.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -4.0% |
| 7D | -16.4% | +1.1% | -17.5% | -16.6% |
| 30D | -25.8% | +0.3% | -26.2% | -26.0% |
| 3M | -11.5% | +5.4% | -17.0% | -12.9% |
| 6M | +18.9% | +5.5% | +13.4% | +16.4% |
| YTD | +35.2% | -6.3% | +41.5% | +34.1% |
| 1Y | +14.5% | +29.4% | -14.9% | +5.9% |
| 3Y | +313.8% | +160.3% | +153.6% | +222.5% |
| 5Y | +32.6% | +144.6% | -112.0% | +2.7% |
| All | +1,381.0% | +175.5% | +1,205.5% | +1,052.6% |
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