+97.2%
AR vs BG
+19.9%
+77.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +6.4% | +1.5% | +4.9% | +5.6% |
| 30D | +3.1% | -7.0% | +10.2% | +6.7% |
| 3M | +3.3% | -10.0% | +13.3% | +8.4% |
| 6M | +6.6% | -19.8% | +26.4% | +18.1% |
| YTD | +12.3% | +14.3% | -1.9% | +1.3% |
| 1Y | +12.3% | +6.5% | +5.8% | +5.3% |
| 3Y | +50.4% | +4.4% | +46.1% | +38.5% |
| All | +97.2% | +19.9% | +77.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling