+3.7%
U vs A
+21.7%
-18.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.8% | -1.9% | -1.9% | -3.1% |
| 30D | +17.5% | +6.9% | +10.5% | +14.3% |
| 3M | +38.7% | +9.2% | +29.5% | +33.7% |
| 6M | +104.4% | +25.7% | +78.7% | +86.3% |
| YTD | -5.7% | +11.5% | -17.2% | -10.5% |
| 1Y | +3.7% | +18.4% | -14.7% | +2.1% |
| All | +3.7% | +21.7% | -18.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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