-68.4%
U vs A
+15.4%
-83.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.1% |
| 7D | +36.6% | -0.1% | +36.6% | +36.2% |
| 30D | +13.3% | +3.4% | +10.0% | +9.7% |
| 3M | +26.2% | +23.8% | +2.3% | +3.2% |
| 6M | +88.7% | +49.0% | +39.7% | +29.3% |
| YTD | +16.6% | +29.4% | -12.8% | -10.1% |
| 1Y | +29.0% | +19.4% | +9.6% | +6.8% |
| 3Y | +99.5% | +66.2% | +33.3% | +5.3% |
| All | -68.4% | +15.4% | -83.8% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling