+67.7%
T vs U
-68.9%
+136.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.3% | -3.8% | +2.5% | -1.2% |
| 30D | +11.4% | +17.5% | -6.1% | +11.0% |
| 3M | +14.3% | +38.7% | -24.4% | +13.5% |
| 6M | -9.3% | +104.4% | -113.7% | -10.6% |
| YTD | +7.1% | -5.7% | +12.8% | +7.3% |
| 1Y | -9.1% | +3.7% | -12.8% | -9.5% |
| 3Y | +105.3% | +12.3% | +93.0% | +101.3% |
| All | +67.7% | -68.9% | +136.6% | +60.0% |
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