+16.7%
U vs A
+22.0%
-5.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +24.4% | +1.4% | +23.0% | +23.6% |
| 30D | +7.4% | +4.3% | +3.1% | +5.6% |
| 3M | +16.8% | +19.8% | -3.0% | +7.7% |
| 6M | +78.8% | +54.4% | +24.4% | +47.3% |
| YTD | +14.0% | +31.7% | -17.7% | +0.7% |
| 1Y | +16.7% | +22.4% | -5.7% | +5.5% |
| All | +16.7% | +22.0% | -5.3% | +5.5% |
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