+497.9%
D vs BG
+1,131.5%
-633.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +1.5% | +2.8% | -1.3% | +1.0% |
| 30D | -2.6% | +12.0% | -14.6% | -4.5% |
| 3M | 0.0% | -7.7% | +7.7% | +1.1% |
| 6M | +7.4% | +4.5% | +2.9% | +6.1% |
| YTD | +15.9% | +35.7% | -19.8% | +9.5% |
| 1Y | +18.1% | +50.1% | -32.0% | +9.4% |
| 3Y | +58.4% | +12.6% | +45.8% | +52.4% |
| 5Y | +5.2% | +75.4% | -70.2% | -7.5% |
| 10Y | +35.9% | +150.5% | -114.6% | +7.4% |
| All | +497.9% | +1,131.5% | -633.6% | +295.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling