-13.1%
BR vs BG
+7.2%
-20.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +3.1% |
| 7D | +7.0% | -3.8% | +10.7% | +6.7% |
| 30D | +19.0% | -9.6% | +28.6% | +18.2% |
| 3M | +13.1% | -8.5% | +21.6% | +12.3% |
| 6M | +24.6% | -23.0% | +47.7% | +21.5% |
| YTD | -13.6% | +10.9% | -24.5% | -15.4% |
| 1Y | -13.1% | +6.0% | -19.1% | -14.5% |
| All | -13.1% | +7.2% | -20.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling