+6.4%
NI vs P
+17.1%
-10.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | +0.5% |
| 7D | +0.6% | -4.7% | +5.3% | +0.6% |
| 30D | +11.2% | -31.4% | +42.7% | +11.7% |
| 3M | +9.2% | -2.6% | +11.8% | +8.9% |
| 6M | -1.8% | +21.9% | -23.8% | -2.0% |
| YTD | +12.0% | +58.9% | -46.9% | +10.4% |
| 1Y | +6.4% | +21.7% | -15.3% | +5.7% |
| All | +6.4% | +17.1% | -10.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling