+23.1%
Q vs A
+18.7%
+4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.7% |
| 7D | +0.3% | -0.1% | +0.3% | +0.4% |
| 30D | -9.8% | +3.4% | -13.2% | -10.4% |
| 3M | -12.2% | +23.8% | -36.0% | -17.8% |
| 6M | -21.6% | +49.0% | -70.6% | -31.8% |
| YTD | +43.6% | +29.4% | +14.2% | +35.2% |
| 1Y | +25.7% | +19.4% | +6.3% | +23.3% |
| All | +23.1% | +18.7% | +4.3% | +20.4% |
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