+16.9%
D vs BR
-29.1%
+46.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +0.4% |
| 30D | -3.6% | +6.4% | -10.0% | -3.5% |
| 3M | -1.0% | +13.6% | -14.6% | -1.0% |
| 6M | +6.3% | -6.7% | +13.0% | +5.3% |
| YTD | +14.7% | -21.1% | +35.8% | +15.3% |
| 1Y | +16.9% | -29.6% | +46.5% | +20.9% |
| All | +16.9% | -29.1% | +46.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling