-48.6%
C vs BG
+1,131.5%
-1,180.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +3.6% | +2.8% | +0.8% | +2.2% |
| 30D | +0.1% | +12.0% | -12.0% | -5.5% |
| 3M | +2.4% | -7.7% | +10.1% | +5.3% |
| 6M | +24.9% | +4.5% | +20.4% | +19.9% |
| YTD | +19.8% | +35.7% | -15.9% | +0.8% |
| 1Y | +44.9% | +50.1% | -5.2% | +14.5% |
| 3Y | +263.0% | +12.6% | +250.4% | +220.2% |
| 5Y | +129.5% | +75.4% | +54.1% | +55.9% |
| 10Y | +291.6% | +150.5% | +141.1% | +106.6% |
| All | -48.6% | +1,131.5% | -1,180.1% | -81.6% |
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