+358.0%
ALL vs BG
+171.4%
+186.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -4.3% | +3.7% | -8.0% | -5.2% |
| 30D | -3.6% | +12.3% | -15.9% | -6.5% |
| 3M | +13.2% | -2.2% | +15.4% | +13.4% |
| 6M | +22.5% | +5.3% | +17.2% | +19.9% |
| YTD | +22.7% | +42.4% | -19.7% | +10.6% |
| 1Y | +28.3% | +55.2% | -26.9% | +12.2% |
| 3Y | +152.0% | +21.0% | +131.1% | +132.9% |
| 5Y | +115.4% | +87.1% | +28.3% | +69.2% |
| All | +358.0% | +171.4% | +186.6% | +187.5% |
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