+57.8%
T vs P
+279.3%
-221.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | +2.5% | +11.6% | -9.1% | +2.9% |
| 30D | -3.8% | -23.7% | +19.9% | -4.5% |
| 3M | -8.7% | -8.0% | -0.8% | -8.8% |
| 6M | -8.1% | +27.9% | -36.0% | -7.0% |
| YTD | -6.4% | +61.2% | -67.6% | -4.8% |
| 1Y | -9.8% | +28.6% | -38.4% | -8.2% |
| 3Y | +65.5% | +200.5% | -135.0% | +63.6% |
| All | +57.8% | +279.3% | -221.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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