+613.3%
A vs BR
+1,286.0%
-672.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.3% |
| 7D | -2.1% | -5.9% | +3.9% | +1.3% |
| 30D | +0.6% | +1.9% | -1.3% | -0.6% |
| 3M | +10.9% | +14.7% | -3.8% | +1.7% |
| 6M | +28.2% | -12.8% | +40.9% | +36.3% |
| YTD | +8.6% | -23.0% | +31.6% | +23.1% |
| 1Y | +15.5% | -31.7% | +47.2% | +40.0% |
| 3Y | +31.8% | -4.8% | +36.6% | +29.9% |
| 5Y | -14.9% | +7.8% | -22.7% | -23.1% |
| 10Y | +237.8% | +184.1% | +53.7% | +67.3% |
| All | +613.3% | +1,286.0% | -672.7% | +37.3% |
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