+57.8%
T vs U
-73.3%
+131.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.1% |
| 7D | +2.5% | +2.6% | 0.0% | +2.5% |
| 30D | -3.8% | +27.6% | -31.3% | -4.2% |
| 3M | -8.7% | +15.3% | -24.1% | -9.1% |
| 6M | -8.1% | +96.4% | -104.5% | -9.4% |
| YTD | -6.4% | +19.6% | -26.0% | -6.7% |
| 1Y | -9.8% | +42.1% | -51.9% | -10.7% |
| 3Y | +65.5% | +87.5% | -22.0% | +59.0% |
| All | +57.8% | -73.3% | +131.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling