+9.6%
U vs A
+30.8%
-21.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -3.8% | -1.9% | -1.9% | -2.7% |
| 30D | +17.5% | +6.9% | +10.5% | +12.6% |
| 3M | +38.7% | +9.2% | +29.5% | +31.1% |
| 6M | +104.4% | +25.7% | +78.7% | +76.0% |
| YTD | -5.7% | +11.5% | -17.2% | -12.4% |
| 1Y | +3.7% | +18.4% | -14.7% | -8.5% |
| All | +9.6% | +30.8% | -21.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling