+230.6%
T vs A
+566.3%
-335.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | +1.7% | +4.8% | -3.1% | +0.9% |
| 30D | -1.7% | +5.6% | -7.4% | -2.7% |
| 3M | -7.3% | +23.6% | -30.9% | -10.7% |
| 6M | -11.2% | +56.4% | -67.6% | -17.9% |
| YTD | -8.1% | +33.4% | -41.5% | -13.1% |
| 1Y | -8.0% | +23.7% | -31.7% | -12.0% |
| 3Y | +62.1% | +71.0% | -8.9% | +44.5% |
| 5Y | +55.7% | +16.8% | +38.9% | +46.3% |
| 10Y | +54.1% | +323.8% | -269.7% | +16.1% |
| All | +230.6% | +566.3% | -335.7% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling