+131.6%
C vs BR
+9.8%
+121.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +3.2% | -5.9% | +9.1% | +5.4% |
| 30D | +1.3% | +1.9% | -0.6% | +0.3% |
| 3M | +3.1% | +14.7% | -11.5% | -2.8% |
| 6M | +29.6% | -12.8% | +42.4% | +36.3% |
| YTD | +19.0% | -23.0% | +42.0% | +32.0% |
| 1Y | +45.6% | -31.7% | +77.3% | +71.0% |
| 3Y | +269.3% | -4.8% | +274.0% | +270.6% |
| 5Y | +131.6% | +7.8% | +123.7% | +103.2% |
| All | +131.6% | +9.8% | +121.7% | +103.2% |
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