+351.3%
B vs BG
+1,131.5%
-780.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.3% |
| 30D | +9.4% | +12.0% | -2.6% | +6.5% |
| 3M | +5.0% | -7.7% | +12.7% | +6.3% |
| 6M | -3.5% | +4.5% | -8.0% | -5.3% |
| YTD | +4.5% | +35.7% | -31.2% | -3.0% |
| 1Y | +67.8% | +50.1% | +17.7% | +52.0% |
| 3Y | +196.7% | +12.6% | +184.1% | +182.5% |
| 5Y | +151.9% | +75.4% | +76.5% | +112.8% |
| 10Y | +202.2% | +150.5% | +51.7% | +119.8% |
| All | +351.3% | +1,131.5% | -780.2% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling