+48.7%
T vs U
-31.3%
+80.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.9% |
| 7D | +1.0% | +36.6% | -35.6% | +0.6% |
| 30D | -10.6% | +13.3% | -23.9% | -10.8% |
| 3M | -7.7% | +26.2% | -33.9% | -8.1% |
| 6M | -13.3% | +88.7% | -102.1% | -14.1% |
| YTD | -8.8% | +16.6% | -25.3% | -8.9% |
| 1Y | -8.4% | +29.0% | -37.3% | -8.8% |
| 3Y | +59.6% | +99.5% | -39.9% | +54.7% |
| 5Y | +52.1% | -66.1% | +118.2% | +45.1% |
| All | +48.7% | -31.3% | +80.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling