+171.0%
W vs A
+64.5%
+106.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | 0.0% |
| 7D | +0.2% | -0.5% | +0.6% | +0.6% |
| 30D | +6.8% | 0.0% | +6.8% | +6.9% |
| 3M | +10.7% | +16.7% | -6.0% | -2.8% |
| 6M | +86.3% | +54.8% | +31.5% | +25.7% |
| YTD | +11.5% | +28.8% | -17.3% | -11.4% |
| 1Y | +5.1% | +19.3% | -14.2% | -9.8% |
| 3Y | +171.0% | +65.5% | +105.5% | +100.9% |
| All | +171.0% | +64.5% | +106.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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