+69.5%
T vs NET
+139.5%
-70.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +1.5% | +9.9% | -8.4% | +1.5% |
| 30D | +7.5% | -1.6% | +9.0% | +7.5% |
| 3M | +14.8% | +34.8% | -20.0% | +14.6% |
| 6M | -1.7% | +43.9% | -45.7% | -2.0% |
| YTD | +8.7% | +55.5% | -46.8% | +8.3% |
| 1Y | -7.5% | +36.5% | -43.9% | -7.6% |
| 3Y | +110.2% | +368.3% | -258.0% | +102.2% |
| All | +69.5% | +139.5% | -70.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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