+746.2%
A vs BR
+1,481.8%
-735.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.5% | +1.1% | -1.5% | -1.0% |
| 30D | 0.0% | +14.4% | -14.4% | -7.6% |
| 3M | +16.7% | +12.4% | +4.3% | +8.4% |
| 6M | +54.8% | +35.4% | +19.4% | +28.4% |
| YTD | +28.8% | -12.2% | +41.0% | +34.8% |
| 1Y | +19.3% | -12.7% | +32.1% | +25.3% |
| 3Y | +65.5% | +14.3% | +51.3% | +46.4% |
| 5Y | +12.1% | +19.3% | -7.2% | -4.6% |
| 10Y | +305.4% | +278.1% | +27.2% | +69.6% |
| All | +746.2% | +1,481.8% | -735.6% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling