+112.5%
NET vs S
-71.4%
+183.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -7.0% | -7.7% | +0.7% | -1.7% |
| 30D | -4.8% | -5.3% | +0.5% | -1.2% |
| 3M | +3.8% | +20.3% | -16.4% | -9.0% |
| 6M | +50.0% | +47.4% | +2.7% | +12.6% |
| YTD | +41.5% | +32.5% | +8.9% | +14.3% |
| 1Y | +32.8% | +9.5% | +23.3% | +20.4% |
| 3Y | +335.9% | +15.5% | +320.4% | +234.0% |
| All | +112.5% | -71.4% | +183.8% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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