+187.0%
BR vs BG
+166.7%
+20.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -3.0% | +3.1% | -6.1% | -3.5% |
| 30D | -0.3% | +10.2% | -10.5% | -1.9% |
| 3M | +17.3% | -1.7% | +19.0% | +17.3% |
| 6M | -6.7% | +1.0% | -7.7% | -7.3% |
| YTD | -23.4% | +39.9% | -63.4% | -28.2% |
| 1Y | -32.7% | +53.2% | -85.9% | -38.1% |
| 3Y | -5.9% | +16.3% | -22.2% | -10.0% |
| 5Y | +8.4% | +83.9% | -75.4% | -6.6% |
| All | +187.0% | +166.7% | +20.4% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling