+163.6%
W vs M
-35.2%
+198.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.5% |
| 7D | -4.2% | +4.7% | -8.9% | -5.9% |
| 30D | -7.6% | -9.6% | +2.1% | -3.8% |
| 3M | +37.2% | +0.9% | +36.3% | +37.2% |
| 6M | +26.3% | +22.3% | +4.1% | +17.1% |
| YTD | -1.0% | +6.5% | -7.5% | -3.3% |
| 1Y | +20.1% | +38.8% | -18.7% | +6.1% |
| 3Y | +37.8% | +115.9% | -78.1% | +2.7% |
| 5Y | -63.7% | +28.6% | -92.3% | -67.4% |
| 10Y | +156.3% | -2.5% | +158.9% | +101.7% |
| All | +163.6% | -35.2% | +198.8% | +101.4% |
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