+112.5%
NET vs U
-68.9%
+181.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -7.0% | -3.8% | -3.2% | -5.1% |
| 30D | -4.8% | +17.5% | -22.2% | -12.9% |
| 3M | +3.8% | +38.7% | -34.9% | -12.9% |
| 6M | +50.0% | +104.4% | -54.4% | +1.1% |
| YTD | +41.5% | -5.7% | +47.2% | +31.2% |
| 1Y | +32.8% | +3.7% | +29.1% | +13.0% |
| 3Y | +335.9% | +12.3% | +323.6% | +195.1% |
| All | +112.5% | -68.9% | +181.4% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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