+196.2%
W vs M
-34.5%
+230.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | +0.4% |
| 7D | -3.6% | -4.3% | +0.7% | -1.7% |
| 30D | +7.0% | +1.3% | +5.7% | +6.7% |
| 3M | +7.4% | -7.4% | +14.7% | +10.7% |
| 6M | +69.3% | +18.3% | +51.0% | +59.4% |
| YTD | +11.3% | +7.6% | +3.7% | +8.4% |
| 1Y | +13.2% | +17.4% | -4.2% | +6.6% |
| 3Y | +142.0% | +108.4% | +33.7% | +82.2% |
| 5Y | -54.6% | -10.6% | -44.0% | -56.2% |
| 10Y | +243.7% | -3.2% | +246.9% | +170.2% |
| All | +196.2% | -34.5% | +230.7% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling