+1,137.3%
BR vs BG
+137.9%
+999.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -2.5% | +10.3% | -12.8% | -4.8% |
| 3M | +13.5% | -1.9% | +15.4% | +13.5% |
| 6M | -9.4% | +5.2% | -14.7% | -11.2% |
| YTD | -23.3% | +41.2% | -64.4% | -30.1% |
| 1Y | -31.6% | +50.5% | -82.1% | -39.0% |
| 3Y | -5.1% | +19.9% | -25.0% | -11.9% |
| 5Y | +8.2% | +86.7% | -78.5% | -12.4% |
| 10Y | +189.8% | +167.5% | +22.4% | +99.5% |
| All | +1,137.3% | +137.9% | +999.4% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling