-54.2%
W vs P
+247.4%
-301.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -3.1% |
| 7D | -3.6% | -23.8% | +20.2% | +8.3% |
| 30D | +7.0% | -36.6% | +43.6% | +29.8% |
| 3M | +7.4% | +10.9% | -3.5% | -4.9% |
| 6M | +69.3% | +30.0% | +39.3% | +31.1% |
| YTD | +11.3% | +44.4% | -33.1% | -21.0% |
| 1Y | +13.2% | +3.9% | +9.3% | -7.0% |
| 3Y | +142.0% | +176.6% | -34.6% | -23.5% |
| All | -54.2% | +247.4% | -301.6% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling