+153.8%
B vs BR
+9.8%
+143.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.0% |
| 7D | +2.3% | -5.9% | +8.3% | +3.5% |
| 30D | +1.4% | +1.9% | -0.5% | +1.0% |
| 3M | +12.2% | +14.7% | -2.5% | +8.9% |
| 6M | -2.1% | -12.8% | +10.6% | +1.2% |
| YTD | +2.9% | -23.0% | +26.0% | +9.9% |
| 1Y | +55.3% | -31.7% | +87.0% | +71.8% |
| 3Y | +198.7% | -4.8% | +203.5% | +195.6% |
| 5Y | +153.8% | +7.8% | +145.9% | +136.5% |
| All | +153.8% | +9.8% | +143.9% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling