+1,381.0%
NET vs IT
+50.7%
+1,330.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.3% |
| 7D | -16.4% | -5.5% | -10.9% | -15.1% |
| 30D | -25.8% | +10.3% | -36.2% | -31.0% |
| 3M | -11.5% | +11.5% | -23.1% | -19.1% |
| 6M | +18.9% | +40.3% | -21.3% | -7.2% |
| YTD | +35.2% | -17.9% | +53.1% | +40.0% |
| 1Y | +14.5% | -8.8% | +23.3% | +10.6% |
| 3Y | +313.8% | -46.4% | +360.2% | +428.9% |
| 5Y | +32.6% | -37.3% | +69.9% | +52.6% |
| All | +1,381.0% | +50.7% | +1,330.3% | +1,264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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