+327.1%
NET vs PM
+117.4%
+209.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.2% |
| 7D | -7.0% | -4.9% | -2.1% | -7.5% |
| 30D | -4.8% | -3.4% | -1.4% | -5.1% |
| 3M | +3.8% | +5.2% | -1.3% | +4.2% |
| 6M | +50.0% | +3.7% | +46.3% | +50.8% |
| YTD | +41.5% | +15.8% | +25.7% | +42.4% |
| 1Y | +32.8% | +17.4% | +15.5% | +33.9% |
| All | +327.1% | +117.4% | +209.6% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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