+171.0%
W vs P
+197.6%
-26.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | +0.2% | +11.6% | -11.5% | -3.2% |
| 30D | +6.8% | -23.7% | +30.5% | +14.7% |
| 3M | +10.7% | -8.0% | +18.6% | +10.4% |
| 6M | +86.3% | +27.9% | +58.4% | +61.7% |
| YTD | +11.5% | +61.2% | -49.7% | -13.4% |
| 1Y | +5.1% | +28.6% | -23.5% | -13.3% |
| 3Y | +171.0% | +200.5% | -29.5% | +35.4% |
| All | +171.0% | +197.6% | -26.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling