+115.4%
ALL vs BR
+7.7%
+107.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.3% | -6.0% | +1.7% | -2.4% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | +13.2% | +16.4% | -3.2% | +7.4% |
| 6M | +22.5% | -8.2% | +30.7% | +25.3% |
| YTD | +22.7% | -23.2% | +45.9% | +33.4% |
| 1Y | +28.3% | -30.9% | +59.2% | +44.7% |
| 3Y | +152.0% | -5.0% | +157.0% | +157.1% |
| 5Y | +115.4% | +8.8% | +106.7% | +104.7% |
| All | +115.4% | +7.7% | +107.8% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling