+275.1%
P vs A
+14.4%
+260.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | -4.7% | -0.1% | -4.6% | -4.4% |
| 30D | -31.4% | +3.3% | -34.7% | -32.1% |
| 3M | -2.6% | +18.5% | -21.2% | -9.6% |
| 6M | +21.9% | +59.3% | -37.4% | -4.2% |
| YTD | +58.9% | +31.0% | +27.9% | +38.5% |
| 1Y | +21.7% | +19.3% | +2.4% | +11.9% |
| 3Y | +193.3% | +66.8% | +126.5% | +115.8% |
| 5Y | +275.1% | +15.5% | +259.6% | +225.0% |
| All | +275.1% | +14.4% | +260.7% | +225.0% |
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