+2,926.4%
V vs ALL
+741.1%
+2,185.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -1.5% | +3.4% | +2.5% |
| 3M | +17.4% | +23.6% | -6.3% | +7.3% |
| 6M | +17.5% | +22.3% | -4.8% | +7.7% |
| YTD | +7.6% | +26.5% | -18.9% | -2.9% |
| 1Y | +7.7% | +27.0% | -19.3% | -3.2% |
| 3Y | +54.7% | +149.6% | -94.9% | +3.6% |
| 5Y | +73.0% | +118.1% | -45.0% | +19.0% |
| 10Y | +390.9% | +369.0% | +21.9% | +143.1% |
| All | +2,926.4% | +741.1% | +2,185.3% | +1,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling