+7.4%
O vs M
-3.3%
+10.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | -0.4% | +7.0% | -7.4% | -0.9% |
| 30D | +7.1% | +8.9% | -1.8% | +6.4% |
| 3M | -5.2% | +4.5% | -9.7% | -5.7% |
| 6M | -1.8% | +36.2% | -38.0% | -4.2% |
| YTD | +9.1% | +15.1% | -6.1% | +7.4% |
| 1Y | +9.7% | +27.4% | -17.8% | +7.1% |
| 3Y | +39.1% | +160.1% | -121.0% | +24.7% |
| All | +7.4% | -3.3% | +10.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling