+32.6%
NET vs PL
+24.5%
+8.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -0.8% |
| 7D | -16.4% | -11.7% | -4.6% | -13.4% |
| 30D | -25.8% | -27.1% | +1.3% | -19.2% |
| 3M | -11.5% | -44.6% | +33.1% | +3.2% |
| 6M | +18.9% | -67.2% | +86.1% | +52.2% |
| YTD | +35.2% | -35.9% | +71.1% | +33.8% |
| 1Y | +14.5% | -0.4% | +14.8% | -4.8% |
| 3Y | +313.8% | +454.8% | -141.0% | +34.6% |
| 5Y | +32.6% | +24.8% | +7.8% | -28.2% |
| All | +32.6% | +24.5% | +8.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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