-54.2%
W vs ALL
+143.1%
-197.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | +7.0% | +13.8% | -6.8% | +3.2% |
| 3M | +7.4% | -7.0% | +14.4% | +9.4% |
| 6M | +69.3% | +18.0% | +51.3% | +58.8% |
| YTD | +11.3% | +24.2% | -12.9% | +1.6% |
| 1Y | +13.2% | +31.2% | -18.0% | +1.2% |
| 3Y | +142.0% | +107.5% | +34.5% | +61.1% |
| All | -54.2% | +143.1% | -197.3% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling