-39.0%
U vs M
+306.7%
-345.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.0% |
| 7D | -3.8% | +4.7% | -8.5% | -5.5% |
| 30D | +17.5% | -9.6% | +27.1% | +21.7% |
| 3M | +38.7% | +0.9% | +37.9% | +37.1% |
| 6M | +104.4% | +22.3% | +82.1% | +86.5% |
| YTD | -5.7% | +6.5% | -12.2% | -10.6% |
| 1Y | +3.7% | +38.8% | -35.1% | -11.6% |
| 3Y | +12.3% | +115.9% | -103.6% | -25.0% |
| 5Y | -68.8% | +28.6% | -97.5% | -73.5% |
| All | -39.0% | +306.7% | -345.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling