+74.6%
D vs BR
+14.4%
+60.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +8.4% | +13.7% | -5.3% | +6.1% |
| 3M | +0.2% | +13.8% | -13.6% | -2.0% |
| 6M | +9.5% | +29.7% | -20.2% | +4.1% |
| YTD | +18.8% | -12.6% | +31.4% | +24.9% |
| 1Y | +14.7% | -12.4% | +27.1% | +20.4% |
| All | +74.6% | +14.4% | +60.3% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling