+96.4%
NI vs P
+283.1%
-186.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | +2.3% | +7.8% | -5.6% | +2.1% |
| 30D | -1.7% | +12.3% | -14.0% | -1.9% |
| 3M | -8.0% | +37.1% | -45.1% | -8.7% |
| 6M | -8.6% | +66.1% | -74.7% | -9.9% |
| YTD | +2.3% | +50.9% | -48.6% | +1.1% |
| 1Y | +6.9% | +27.2% | -20.3% | +5.9% |
| 3Y | +70.6% | +158.7% | -88.1% | +63.1% |
| 5Y | +96.4% | +291.1% | -194.7% | +85.0% |
| All | +96.4% | +283.1% | -186.7% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling