+56.4%
V vs ALL
+150.1%
-93.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -1.5% | +3.4% | +2.4% |
| 3M | +17.4% | +23.6% | -6.3% | +9.4% |
| 6M | +17.5% | +22.3% | -4.8% | +9.7% |
| YTD | +7.6% | +26.5% | -18.9% | -0.8% |
| 1Y | +7.7% | +27.0% | -19.3% | -1.0% |
| All | +56.4% | +150.1% | -93.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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