+3.9%
P vs M
+15.5%
-11.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +3.7% |
| 7D | -23.8% | -4.3% | -19.5% | -23.3% |
| 30D | -36.6% | +1.3% | -37.9% | -36.3% |
| 3M | +10.9% | -7.4% | +18.2% | +11.2% |
| 6M | +30.0% | +18.3% | +11.6% | +27.2% |
| YTD | +44.4% | +7.6% | +36.8% | +41.2% |
| 1Y | +3.9% | +17.4% | -13.5% | -3.4% |
| All | +3.9% | +15.5% | -11.5% | -3.4% |
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