+98.7%
NI vs M
+142.9%
-44.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.7% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | +11.3% | +10.1% | +1.2% | +10.8% |
| 3M | +6.5% | -0.9% | +7.4% | +6.4% |
| 6M | -2.3% | +30.2% | -32.4% | -3.4% |
| YTD | +10.8% | +16.3% | -5.5% | +9.9% |
| 1Y | +6.2% | +27.0% | -20.7% | +4.9% |
| 3Y | +98.7% | +154.5% | -55.8% | +76.3% |
| All | +98.7% | +142.9% | -44.2% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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