+281.3%
P vs A
-12.8%
+294.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +6.5% | -1.9% | +8.5% | +7.4% |
| 30D | +18.8% | +6.9% | +11.9% | +15.1% |
| 3M | +26.7% | +9.2% | +17.5% | +21.3% |
| 6M | +62.2% | +25.7% | +36.5% | +41.4% |
| YTD | +48.5% | +11.5% | +37.0% | +38.5% |
| 1Y | +26.4% | +18.4% | +8.0% | +13.2% |
| 3Y | +159.4% | +26.6% | +132.8% | +117.5% |
| All | +281.3% | -12.8% | +294.1% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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