+163.6%
W vs A
+314.0%
-150.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -4.2% | -1.9% | -2.2% | -2.4% |
| 30D | -7.6% | +6.9% | -14.5% | -13.3% |
| 3M | +37.2% | +9.2% | +27.9% | +25.5% |
| 6M | +26.3% | +25.7% | +0.6% | -1.7% |
| YTD | -1.0% | +11.5% | -12.5% | -14.1% |
| 1Y | +20.1% | +18.4% | +1.7% | -3.3% |
| 3Y | +37.8% | +26.6% | +11.2% | +5.7% |
| 5Y | -63.7% | -12.8% | -50.8% | -59.9% |
| 10Y | +156.3% | +247.2% | -90.9% | +2.9% |
| All | +163.6% | +314.0% | -150.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling