+34.1%
D vs BG
+166.7%
-132.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | -2.2% | +3.1% | -5.4% | -2.8% |
| 30D | -4.5% | +10.2% | -14.7% | -6.1% |
| 3M | -2.5% | -1.7% | -0.8% | -2.5% |
| 6M | +5.5% | +1.0% | +4.6% | +4.9% |
| YTD | +13.3% | +39.9% | -26.6% | +6.2% |
| 1Y | +11.8% | +53.2% | -41.4% | +2.9% |
| 3Y | +56.7% | +16.3% | +40.4% | +49.7% |
| 5Y | +4.3% | +83.9% | -79.6% | -10.1% |
| All | +34.1% | +166.7% | -132.6% | +0.1% |
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