+57.6%
T vs P
+272.9%
-215.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +1.6% |
| 7D | +2.0% | -4.7% | +6.7% | +1.9% |
| 30D | -1.0% | -31.4% | +30.4% | -2.0% |
| 3M | -8.1% | -2.6% | -5.5% | -8.1% |
| 6M | -8.3% | +21.9% | -30.2% | -7.3% |
| YTD | -6.1% | +58.9% | -65.0% | -4.5% |
| 1Y | -7.4% | +21.7% | -29.1% | -5.9% |
| 3Y | +65.4% | +193.3% | -127.9% | +63.6% |
| 5Y | +57.6% | +275.1% | -217.5% | +48.6% |
| All | +57.6% | +272.9% | -215.3% | +48.6% |
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