+112.5%
NET vs M
+27.3%
+85.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -3.0% |
| 7D | -7.0% | +4.7% | -11.7% | -8.8% |
| 30D | -4.8% | -9.6% | +4.9% | -1.0% |
| 3M | +3.8% | +0.9% | +3.0% | +2.3% |
| 6M | +50.0% | +22.3% | +27.8% | +35.7% |
| YTD | +41.5% | +6.5% | +35.0% | +34.1% |
| 1Y | +32.8% | +38.8% | -5.9% | +11.0% |
| 3Y | +335.9% | +115.9% | +220.0% | +153.6% |
| All | +112.5% | +27.3% | +85.2% | +72.4% |
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