+66.9%
DD vs BG
+166.7%
-99.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | -3.5% | +3.1% | -6.6% | -4.6% |
| 30D | -11.7% | +10.2% | -21.9% | -15.0% |
| 3M | -9.2% | -1.7% | -7.6% | -9.3% |
| 6M | -7.2% | +1.0% | -8.2% | -8.6% |
| YTD | +6.6% | +39.9% | -33.3% | -7.7% |
| 1Y | +32.0% | +53.2% | -21.2% | +9.6% |
| 3Y | +42.1% | +16.3% | +25.9% | +28.7% |
| 5Y | +58.1% | +83.9% | -25.8% | +14.0% |
| All | +66.9% | +166.7% | -99.8% | -5.1% |
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