+153.7%
ALL vs BR
-4.7%
+158.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.5% |
| 7D | -1.7% | -5.9% | +4.2% | +0.4% |
| 30D | -4.7% | +1.9% | -6.6% | -5.4% |
| 3M | +18.4% | +14.7% | +3.7% | +12.3% |
| 6M | +20.5% | -12.8% | +33.3% | +26.9% |
| YTD | +23.5% | -23.0% | +46.6% | +37.2% |
| 1Y | +29.0% | -31.7% | +60.7% | +50.9% |
| 3Y | +153.7% | -4.8% | +158.5% | +172.9% |
| All | +153.7% | -4.7% | +158.4% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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