+247.4%
A vs BG
+166.7%
+80.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -2.6% | +3.1% | -5.7% | -3.4% |
| 30D | -0.9% | +10.2% | -11.1% | -3.4% |
| 3M | +13.6% | -1.7% | +15.3% | +13.5% |
| 6M | +27.8% | +1.0% | +26.9% | +26.5% |
| YTD | +8.6% | +39.9% | -31.3% | -1.4% |
| 1Y | +16.9% | +53.2% | -36.4% | +3.2% |
| 3Y | +32.9% | +16.3% | +16.6% | +24.1% |
| 5Y | -14.1% | +83.9% | -98.0% | -30.7% |
| All | +247.4% | +166.7% | +80.7% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling