+69.6%
V vs PL
+84.9%
-15.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.7% | -9.3% | +7.6% | -1.2% |
| 30D | +2.0% | -18.9% | +20.9% | +3.1% |
| 3M | +17.4% | -58.4% | +75.7% | +22.7% |
| 6M | +17.5% | -30.3% | +47.8% | +17.5% |
| YTD | +7.6% | -8.1% | +15.7% | +4.9% |
| 1Y | +7.7% | +180.5% | -172.8% | -4.8% |
| 3Y | +54.7% | +444.1% | -389.5% | +23.7% |
| 5Y | +73.0% | +83.0% | -10.0% | +33.3% |
| All | +69.6% | +84.9% | -15.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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