+143.7%
AR vs BR
+7.6%
+136.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +0.7% |
| 30D | +5.5% | -2.5% | +8.0% | +6.3% |
| 3M | +12.9% | +13.5% | -0.6% | +6.9% |
| 6M | +0.1% | -9.4% | +9.5% | +3.6% |
| YTD | +13.5% | -23.3% | +36.8% | +26.1% |
| 1Y | +21.6% | -31.6% | +53.2% | +42.6% |
| 3Y | +46.0% | -5.1% | +51.0% | +43.5% |
| 5Y | +143.7% | +8.2% | +135.6% | +118.5% |
| All | +143.7% | +7.6% | +136.1% | +118.5% |
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