+821.9%
A vs BG
+954.5%
-132.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | -0.5% | +2.6% | -3.0% | -1.2% |
| 30D | 0.0% | -6.7% | +6.6% | +1.9% |
| 3M | +16.7% | -9.3% | +26.0% | +19.3% |
| 6M | +54.8% | -18.3% | +73.2% | +62.6% |
| YTD | +28.8% | +16.2% | +12.6% | +20.8% |
| 1Y | +19.3% | +7.6% | +11.7% | +14.5% |
| 3Y | +65.5% | +6.6% | +59.0% | +56.0% |
| 5Y | +12.1% | +22.2% | -10.1% | -1.3% |
| 10Y | +305.4% | +112.0% | +193.4% | +180.2% |
| All | +821.9% | +954.5% | -132.6% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling