+112.4%
C vs BR
+20.2%
+92.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.1% |
| 7D | -0.9% | +4.4% | -5.3% | -2.5% |
| 30D | -5.4% | +16.3% | -21.7% | -10.5% |
| 3M | -9.2% | +16.2% | -25.4% | -14.4% |
| 6M | -1.8% | +30.3% | -32.1% | -12.0% |
| YTD | +6.7% | -12.2% | +18.9% | +12.9% |
| 1Y | +23.5% | -11.3% | +34.8% | +30.1% |
| 3Y | +219.8% | +15.2% | +204.5% | +197.4% |
| 5Y | +112.4% | +18.0% | +94.4% | +79.0% |
| All | +112.4% | +20.2% | +92.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling