+46.2%
RF vs A
+16.0%
+30.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.1% |
| 7D | -0.1% | +4.8% | -4.9% | -1.8% |
| 30D | +7.0% | +5.6% | +1.4% | +4.9% |
| 3M | -7.0% | +23.6% | -30.6% | -14.4% |
| 6M | +6.8% | +56.4% | -49.6% | -11.0% |
| YTD | +9.9% | +33.4% | -23.5% | -2.6% |
| 1Y | +21.1% | +23.7% | -2.6% | +10.6% |
| 3Y | +119.6% | +71.0% | +48.6% | +69.6% |
| 5Y | +46.2% | +16.8% | +29.3% | +19.7% |
| All | +46.2% | +16.0% | +30.2% | +19.7% |
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