+198.7%
B vs BG
+20.0%
+178.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.8% | -2.1% |
| 7D | +2.3% | +2.4% | 0.0% | +1.9% |
| 30D | +1.4% | +15.0% | -13.7% | -1.2% |
| 3M | +12.2% | -0.7% | +12.8% | +12.3% |
| 6M | -2.1% | +7.5% | -9.6% | -4.1% |
| YTD | +2.9% | +41.6% | -38.7% | -4.2% |
| 1Y | +55.3% | +50.7% | +4.6% | +42.9% |
| 3Y | +198.7% | +20.3% | +178.4% | +182.3% |
| All | +198.7% | +20.0% | +178.7% | +182.3% |
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