+293.9%
B vs BG
+940.3%
-646.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.7% | +3.4% | -6.0% | -3.3% |
| 30D | -4.3% | -3.8% | -0.6% | -3.6% |
| 3M | -2.3% | -9.6% | +7.3% | -0.6% |
| 6M | -16.2% | -19.5% | +3.3% | -12.9% |
| YTD | -8.8% | +14.6% | -23.4% | -12.4% |
| 1Y | +11.4% | +6.6% | +4.7% | +8.6% |
| 3Y | +174.3% | +4.7% | +169.6% | +164.8% |
| 5Y | +116.2% | +22.1% | +94.1% | +97.7% |
| 10Y | +222.7% | +109.2% | +113.6% | +143.9% |
| All | +293.9% | +940.3% | -646.4% | +207.1% |
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