+114.6%
ALL vs BG
+5.0%
+109.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -2.6% | +3.4% | -5.9% | -2.7% |
| 30D | +12.7% | -3.8% | +16.5% | +12.9% |
| 3M | +0.4% | -9.6% | +10.0% | +0.7% |
| 6M | +23.8% | -19.5% | +43.3% | +24.4% |
| YTD | +27.8% | +14.6% | +13.2% | +26.0% |
| 1Y | +28.9% | +6.6% | +22.2% | +27.6% |
| All | +114.6% | +5.0% | +109.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling