+54.8%
A vs BG
-19.2%
+74.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.6% |
| 7D | -0.5% | +2.6% | -3.0% | -0.4% |
| 30D | 0.0% | -6.7% | +6.6% | -0.3% |
| 3M | +16.7% | -9.3% | +26.0% | +15.6% |
| 6M | +54.8% | -18.3% | +73.2% | +62.3% |
| All | +54.8% | -19.2% | +74.0% | +62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling