+327.1%
NET vs M
+117.7%
+209.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.6% |
| 7D | -7.0% | +4.7% | -11.7% | -8.0% |
| 30D | -4.8% | -9.6% | +4.9% | -2.6% |
| 3M | +3.8% | +0.9% | +3.0% | +3.0% |
| 6M | +50.0% | +22.3% | +27.8% | +41.8% |
| YTD | +41.5% | +6.5% | +35.0% | +37.4% |
| 1Y | +32.8% | +38.8% | -5.9% | +19.8% |
| All | +327.1% | +117.7% | +209.4% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling