+27.0%
ALL vs BG
+50.1%
-23.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.4% |
| 7D | 0.0% | +2.8% | -2.8% | +0.3% |
| 30D | -1.5% | +12.0% | -13.5% | -0.5% |
| 3M | +23.6% | -7.7% | +31.3% | +21.7% |
| 6M | +22.3% | +4.5% | +17.8% | +23.3% |
| YTD | +26.5% | +35.7% | -9.2% | +32.8% |
| 1Y | +27.0% | +50.1% | -23.1% | +37.8% |
| All | +27.0% | +50.1% | -23.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling