-5.9%
BR vs BG
+18.0%
-23.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | -3.0% | +3.1% | -6.1% | -3.1% |
| 30D | -0.3% | +10.2% | -10.5% | -0.8% |
| 3M | +17.3% | -1.7% | +19.0% | +17.3% |
| 6M | -6.7% | +1.0% | -7.7% | -6.9% |
| YTD | -23.4% | +39.9% | -63.4% | -25.7% |
| 1Y | -32.7% | +53.2% | -85.9% | -35.3% |
| 3Y | -5.9% | +16.3% | -22.2% | -5.7% |
| All | -5.9% | +18.0% | -23.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling