+591.3%
ALL vs BR
+1,485.1%
-893.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.6% | +1.9% | -4.4% | -3.5% |
| 30D | +12.7% | +15.9% | -3.2% | +4.6% |
| 3M | +0.4% | +13.7% | -13.3% | -6.1% |
| 6M | +23.8% | +31.0% | -7.2% | +6.8% |
| YTD | +27.8% | -12.0% | +39.8% | +34.0% |
| 1Y | +28.9% | -11.5% | +40.4% | +34.7% |
| 3Y | +113.9% | +14.9% | +98.9% | +92.6% |
| 5Y | +157.4% | +20.1% | +137.3% | +119.9% |
| 10Y | +369.0% | +278.9% | +90.1% | +98.2% |
| All | +591.3% | +1,485.1% | -893.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling