+371.6%
ALL vs BG
+111.0%
+260.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +5.0% | +2.6% | +2.5% | +4.3% |
| 30D | +13.3% | -6.7% | +20.0% | +15.1% |
| 3M | +3.2% | -9.3% | +12.4% | +5.3% |
| 6M | +25.3% | -18.3% | +43.7% | +30.9% |
| YTD | +30.5% | +16.2% | +14.3% | +23.2% |
| 1Y | +29.2% | +7.6% | +21.6% | +24.5% |
| 3Y | +119.1% | +6.6% | +112.5% | +107.2% |
| 5Y | +162.6% | +22.2% | +140.4% | +132.2% |
| All | +371.6% | +111.0% | +260.7% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling