+6.5%
D vs BR
+9.8%
-3.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | +0.8% | -5.9% | +6.7% | +2.2% |
| 30D | -0.7% | +1.9% | -2.6% | -1.4% |
| 3M | +2.1% | +14.7% | -12.6% | -1.8% |
| 6M | +6.8% | -12.8% | +19.6% | +10.5% |
| YTD | +16.5% | -23.0% | +39.6% | +25.2% |
| 1Y | +19.2% | -31.7% | +50.8% | +33.1% |
| 3Y | +61.9% | -4.8% | +66.6% | +60.8% |
| 5Y | +6.5% | +7.8% | -1.3% | -0.9% |
| All | +6.5% | +9.8% | -3.3% | -0.9% |
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 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