-56.8%
W vs M
-4.1%
-52.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -2.3% |
| 30D | +3.2% | +7.0% | -3.8% | -1.4% |
| 3M | +8.3% | +3.1% | +5.1% | +5.6% |
| 6M | +84.3% | +33.5% | +50.8% | +50.6% |
| YTD | +11.0% | +13.4% | -2.4% | +0.6% |
| 1Y | -0.2% | +22.4% | -22.6% | -14.6% |
| 3Y | +157.9% | +150.9% | +7.1% | +19.1% |
| 5Y | -56.8% | -3.0% | -53.7% | -66.8% |
| All | -56.8% | -4.1% | -52.7% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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