+32.6%
NET vs M
+0.4%
+32.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.6% | -10.2% | -5.5% |
| 7D | -16.4% | +8.3% | -24.6% | -19.1% |
| 30D | -25.8% | +14.2% | -40.0% | -30.0% |
| 3M | -11.5% | -1.1% | -10.4% | -12.0% |
| 6M | +18.9% | +36.6% | -17.7% | +2.0% |
| YTD | +35.2% | +19.8% | +15.4% | +21.0% |
| 1Y | +14.5% | +37.2% | -22.7% | -4.4% |
| 3Y | +313.8% | +124.5% | +189.3% | +133.5% |
| 5Y | +32.6% | +1.5% | +31.1% | +5.0% |
| All | +32.6% | +0.4% | +32.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling