+291.5%
C vs BG
+171.4%
+120.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +0.3% | +3.7% | -3.5% | -1.3% |
| 30D | +2.0% | +12.3% | -10.3% | -3.1% |
| 3M | +4.4% | -2.2% | +6.6% | +4.5% |
| 6M | +28.3% | +5.3% | +23.0% | +23.4% |
| YTD | +20.5% | +42.4% | -21.9% | +0.6% |
| 1Y | +45.5% | +55.2% | -9.6% | +15.6% |
| 3Y | +274.0% | +21.0% | +253.1% | +225.7% |
| 5Y | +136.1% | +87.1% | +49.0% | +56.4% |
| All | +291.5% | +171.4% | +120.1% | +84.9% |
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