+24.5%
Q vs A
+18.2%
+6.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.7% |
| 7D | +1.2% | -0.5% | +1.6% | +1.4% |
| 30D | -2.7% | 0.0% | -2.7% | -2.3% |
| 3M | -16.9% | +16.7% | -33.6% | -20.5% |
| 6M | -26.9% | +54.8% | -81.7% | -37.6% |
| YTD | +45.2% | +28.8% | +16.4% | +37.1% |
| 1Y | +38.1% | +19.3% | +18.8% | +35.6% |
| All | +24.5% | +18.2% | +6.3% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling