+1,306.1%
ALL vs BG
+1,131.5%
+174.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.0% |
| 7D | 0.0% | +2.8% | -2.8% | -0.8% |
| 30D | -1.5% | +12.0% | -13.5% | -4.7% |
| 3M | +23.6% | -7.7% | +31.3% | +25.9% |
| 6M | +22.3% | +4.5% | +17.8% | +19.7% |
| YTD | +26.5% | +35.7% | -9.2% | +14.3% |
| 1Y | +27.0% | +50.1% | -23.1% | +10.5% |
| 3Y | +149.6% | +12.6% | +137.0% | +131.8% |
| 5Y | +118.1% | +75.4% | +42.7% | +72.7% |
| 10Y | +369.0% | +150.5% | +218.5% | +211.6% |
| All | +1,306.1% | +1,131.5% | +174.7% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling