-6.4%
T vs M
+36.6%
-43.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.6% | +1.6% |
| 7D | +5.5% | +8.3% | -2.8% | +4.9% |
| 30D | -8.9% | +14.2% | -23.1% | -9.6% |
| 3M | -5.6% | -1.1% | -4.5% | -5.9% |
| 6M | -14.3% | +36.6% | -50.9% | -14.6% |
| YTD | -7.9% | +19.8% | -27.7% | -8.0% |
| 1Y | -6.4% | +37.2% | -43.6% | -7.8% |
| All | -6.4% | +36.6% | -43.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling