+651.8%
NET vs U
-44.5%
+696.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -7.0% | -3.8% | -3.2% | -5.2% |
| 30D | -4.8% | +17.5% | -22.2% | -12.6% |
| 3M | +3.8% | +38.7% | -34.9% | -12.3% |
| 6M | +50.0% | +104.4% | -54.4% | +2.7% |
| YTD | +41.5% | -5.7% | +47.2% | +31.5% |
| 1Y | +32.8% | +3.7% | +29.1% | +13.9% |
| 3Y | +335.9% | +12.3% | +323.6% | +201.6% |
| 5Y | +113.8% | -68.8% | +182.6% | +170.9% |
| All | +651.8% | -44.5% | +696.3% | +875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling