+1,594.6%
T vs B
+714.7%
+880.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +4.3% | +4.3% | 0.0% | +4.1% |
| 30D | -9.7% | -0.9% | -8.7% | -9.7% |
| 3M | -4.3% | -1.4% | -3.0% | -4.4% |
| 6M | -13.7% | +5.0% | -18.7% | -14.1% |
| YTD | -8.0% | -5.8% | -2.1% | -8.2% |
| 1Y | -6.9% | +25.6% | -32.5% | -8.4% |
| 3Y | +59.7% | +161.6% | -101.9% | +51.5% |
| 5Y | +53.4% | +135.2% | -81.8% | +45.6% |
| 10Y | +58.2% | +170.7% | -112.5% | +47.9% |
| All | +1,594.6% | +714.7% | +880.0% | +1,675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling