+87.5%
U vs B
+163.8%
-76.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.5% |
| 7D | +2.6% | -7.3% | +9.9% | +5.4% |
| 30D | +27.6% | -3.3% | +30.9% | +28.9% |
| 3M | +15.3% | -7.8% | +23.1% | +18.0% |
| 6M | +96.4% | -15.5% | +111.9% | +106.4% |
| YTD | +19.6% | -12.3% | +31.8% | +24.2% |
| 1Y | +42.1% | +5.4% | +36.7% | +37.9% |
| 3Y | +87.5% | +165.5% | -78.0% | +29.8% |
| All | +87.5% | +163.8% | -76.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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