+46.4%
RF vs A
+12.3%
+34.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.3% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | +5.6% | +0.8% | +4.7% | +5.1% |
| 3M | -8.9% | +16.9% | -25.7% | -14.4% |
| 6M | +7.1% | +53.8% | -46.7% | -10.3% |
| YTD | +8.3% | +28.1% | -19.8% | -2.7% |
| 1Y | +16.8% | +15.0% | +1.8% | +9.7% |
| 3Y | +115.0% | +63.1% | +51.9% | +68.8% |
| 5Y | +46.4% | +11.5% | +35.0% | +22.0% |
| All | +46.4% | +12.3% | +34.1% | +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 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