-68.0%
U vs A
-14.2%
-53.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.9% |
| 7D | +4.5% | -2.1% | +6.5% | +6.2% |
| 30D | -0.6% | +0.6% | -1.2% | -1.6% |
| 3M | +48.4% | +10.9% | +37.6% | +34.5% |
| 6M | +115.4% | +28.2% | +87.2% | +68.1% |
| YTD | -3.2% | +8.6% | -11.8% | -12.3% |
| 1Y | -6.0% | +15.5% | -21.6% | -21.4% |
| 3Y | +13.5% | +31.8% | -18.3% | -24.6% |
| 5Y | -68.0% | -14.9% | -53.1% | -59.1% |
| All | -68.0% | -14.2% | -53.8% | -59.1% |
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 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