+32.8%
NET vs M
+46.1%
-13.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.3% |
| 7D | -7.0% | +4.7% | -11.7% | -7.5% |
| 30D | -4.8% | -9.6% | +4.9% | -3.6% |
| 3M | +3.8% | +0.9% | +3.0% | +3.4% |
| 6M | +50.0% | +22.3% | +27.8% | +45.1% |
| YTD | +41.5% | +6.5% | +35.0% | +37.5% |
| 1Y | +32.8% | +38.8% | -5.9% | +20.8% |
| All | +32.8% | +46.1% | -13.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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