+199.9%
B vs BG
+171.4%
+28.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -5.0% | +3.7% | -8.7% | -5.5% |
| 30D | +8.7% | +12.3% | -3.6% | +7.0% |
| 3M | +17.3% | -2.2% | +19.5% | +17.4% |
| 6M | -5.0% | +5.3% | -10.4% | -6.1% |
| YTD | +1.4% | +42.4% | -41.0% | -3.5% |
| 1Y | +50.5% | +55.2% | -4.7% | +41.5% |
| 3Y | +194.4% | +21.0% | +173.4% | +182.9% |
| 5Y | +156.7% | +87.1% | +69.5% | +133.6% |
| All | +199.9% | +171.4% | +28.5% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling