-16.3%
A vs BG
+88.4%
-104.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -4.6% | +3.7% | -8.3% | -5.3% |
| 30D | -4.3% | +12.3% | -16.6% | -6.6% |
| 3M | +8.9% | -2.2% | +11.2% | +9.2% |
| 6M | +24.5% | +5.3% | +19.2% | +22.5% |
| YTD | +5.8% | +42.4% | -36.6% | -2.9% |
| 1Y | +16.2% | +55.2% | -39.0% | +4.2% |
| 3Y | +28.5% | +21.0% | +7.5% | +19.7% |
| 5Y | -16.3% | +87.1% | -103.5% | -28.1% |
| All | -16.3% | +88.4% | -104.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling