+58.5%
DD vs BG
+88.4%
-29.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -2.9% | +3.7% | -6.6% | -4.0% |
| 30D | -11.5% | +12.3% | -23.8% | -14.7% |
| 3M | -5.4% | -2.2% | -3.2% | -5.1% |
| 6M | -6.9% | +5.3% | -12.2% | -9.2% |
| YTD | +6.9% | +42.4% | -35.5% | -5.5% |
| 1Y | +35.6% | +55.2% | -19.6% | +16.2% |
| 3Y | +42.5% | +21.0% | +21.6% | +28.9% |
| 5Y | +58.5% | +87.1% | -28.7% | +14.5% |
| All | +58.5% | +88.4% | -29.9% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling