+17.5%
P vs M
+36.6%
-19.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.6% | -12.6% | -5.1% |
| 7D | -19.4% | +8.3% | -27.6% | -19.4% |
| 30D | -22.3% | +14.2% | -36.5% | -22.6% |
| 3M | +33.2% | -1.1% | +34.3% | +33.1% |
| 6M | +53.6% | +36.6% | +17.0% | +47.3% |
| YTD | +66.8% | +19.8% | +47.0% | +61.9% |
| 1Y | +17.5% | +37.2% | -19.7% | +4.3% |
| All | +17.5% | +36.6% | -19.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling