-6.4%
T vs U
+17.5%
-23.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +2.4% |
| 7D | +5.5% | +7.5% | -2.0% | +6.1% |
| 30D | -8.9% | -7.0% | -1.9% | -9.3% |
| 3M | -5.6% | +20.6% | -26.1% | -3.8% |
| 6M | -14.3% | +53.2% | -67.5% | -10.3% |
| YTD | -7.9% | -3.9% | -4.1% | -6.1% |
| 1Y | -6.4% | +18.4% | -24.8% | -3.4% |
| All | -6.4% | +17.5% | -23.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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