+63.1%
T vs B
+179.8%
-116.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +0.7% |
| 7D | +2.6% | +7.1% | -4.6% | +2.5% |
| 30D | -1.1% | -3.3% | +2.3% | -1.1% |
| 3M | -7.7% | -2.5% | -5.2% | -7.8% |
| 6M | -10.6% | -7.2% | -3.4% | -10.6% |
| YTD | -7.5% | -7.4% | -0.1% | -8.0% |
| 1Y | -7.4% | +16.4% | -23.9% | -9.7% |
| 3Y | +63.1% | +178.7% | -115.6% | +41.2% |
| All | +63.1% | +179.8% | -116.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling