+212.8%
NI vs P
+485.4%
-272.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +2.0% | +6.5% | -4.5% | +1.6% |
| 30D | -3.5% | +18.8% | -22.4% | -4.7% |
| 3M | -9.1% | +26.7% | -35.9% | -10.8% |
| 6M | -11.8% | +62.2% | -74.0% | -15.2% |
| YTD | +1.1% | +48.5% | -47.4% | -2.5% |
| 1Y | +6.7% | +26.4% | -19.7% | +3.5% |
| 3Y | +71.1% | +159.4% | -88.3% | +52.6% |
| 5Y | +94.3% | +275.8% | -181.5% | +64.5% |
| 10Y | +135.8% | +732.0% | -596.2% | +76.7% |
| All | +212.8% | +485.4% | -272.6% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling