+66.1%
T vs A
-14.2%
+80.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.4% |
| 30D | +7.6% | +0.6% | +7.0% | +7.5% |
| 3M | +15.3% | +10.9% | +4.4% | +14.0% |
| 6M | -8.5% | +28.2% | -36.6% | -11.1% |
| YTD | +6.8% | +8.6% | -1.8% | +5.7% |
| 1Y | -7.2% | +15.5% | -22.8% | -9.1% |
| 3Y | +108.2% | +31.8% | +76.4% | +95.1% |
| 5Y | +66.1% | -14.9% | +80.9% | +54.7% |
| All | +66.1% | -14.2% | +80.3% | +54.7% |
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