+196.2%
W vs A
+380.3%
-184.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -3.0% |
| 7D | -3.6% | -0.1% | -3.5% | -3.4% |
| 30D | +7.0% | +3.4% | +3.6% | +3.7% |
| 3M | +7.4% | +23.8% | -16.5% | -12.5% |
| 6M | +69.3% | +49.0% | +20.3% | +13.2% |
| YTD | +11.3% | +29.4% | -18.1% | -16.2% |
| 1Y | +13.2% | +19.4% | -6.2% | -8.0% |
| 3Y | +142.0% | +66.2% | +75.8% | +43.1% |
| 5Y | -54.6% | +15.8% | -70.4% | -61.1% |
| 10Y | +243.7% | +326.1% | -82.4% | +16.3% |
| All | +196.2% | +380.3% | -184.1% | -9.7% |
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