+121.7%
B vs BR
+18.6%
+103.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +7.1% | +5.0% | +2.1% | +6.2% |
| 30D | -3.3% | +16.6% | -20.0% | -6.1% |
| 3M | -2.5% | +12.0% | -14.5% | -4.6% |
| 6M | -7.2% | +30.7% | -38.0% | -12.3% |
| YTD | -7.4% | -11.9% | +4.6% | -3.5% |
| 1Y | +16.4% | -11.6% | +28.0% | +21.1% |
| 3Y | +178.7% | +15.0% | +163.7% | +164.3% |
| 5Y | +121.7% | +18.1% | +103.6% | +102.5% |
| All | +121.7% | +18.6% | +103.1% | +102.5% |
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