-16.3%
A vs BR
+7.7%
-24.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.6% | -6.0% | +1.4% | -1.8% |
| 30D | -4.3% | -0.9% | -3.4% | -4.0% |
| 3M | +8.9% | +16.4% | -7.4% | +0.3% |
| 6M | +24.5% | -8.2% | +32.7% | +29.0% |
| YTD | +5.8% | -23.2% | +29.0% | +20.4% |
| 1Y | +16.2% | -30.9% | +47.2% | +40.5% |
| 3Y | +28.5% | -5.0% | +33.4% | +25.7% |
| 5Y | -16.3% | +8.8% | -25.1% | -30.3% |
| All | -16.3% | +7.7% | -24.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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