+26.7%
Q vs M
+24.6%
+2.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.9% |
| 7D | +0.2% | +4.7% | -4.5% | -1.1% |
| 30D | -11.1% | -9.6% | -1.5% | -8.5% |
| 3M | -22.1% | +0.9% | -23.0% | -22.9% |
| 6M | +0.5% | +22.3% | -21.8% | -6.9% |
| YTD | +47.8% | +6.5% | +41.3% | +38.8% |
| All | +26.7% | +24.6% | +2.2% | +9.6% |
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