+178.7%
B vs BG
+4.4%
+174.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.8% |
| 7D | +7.1% | +5.0% | +2.2% | +6.4% |
| 30D | -3.3% | -3.2% | -0.1% | -3.0% |
| 3M | -2.5% | -11.2% | +8.7% | -1.2% |
| 6M | -7.2% | -19.4% | +12.2% | -4.4% |
| YTD | -7.4% | +13.6% | -21.0% | -11.0% |
| 1Y | +16.4% | +7.3% | +9.2% | +13.0% |
| 3Y | +178.7% | +3.8% | +174.9% | +178.5% |
| All | +178.7% | +4.4% | +174.3% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling