-7.4%
T vs U
+21.4%
-28.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.5% |
| 7D | +2.6% | +24.4% | -21.8% | +4.6% |
| 30D | -1.1% | +7.4% | -8.5% | -0.2% |
| 3M | -7.7% | +16.8% | -24.5% | -6.3% |
| 6M | -10.6% | +78.8% | -89.4% | -4.8% |
| YTD | -7.5% | +14.0% | -21.4% | -5.4% |
| 1Y | -7.4% | +16.7% | -24.1% | -4.5% |
| All | -7.4% | +21.4% | -28.8% | -4.5% |
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