+23.1%
Q vs M
+25.8%
-2.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +10.9% | +7.3% |
| 7D | +0.3% | -4.3% | +4.6% | +1.3% |
| 30D | -9.8% | +1.3% | -11.1% | -10.4% |
| 3M | -12.2% | -7.4% | -4.8% | -10.7% |
| 6M | -21.6% | +18.3% | -40.0% | -26.7% |
| YTD | +43.6% | +7.6% | +36.0% | +33.8% |
| 1Y | +25.7% | +17.4% | +8.3% | +9.9% |
| All | +23.1% | +25.8% | -2.7% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling