+46.5%
F vs BG
+84.8%
-38.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.6% | -5.5% |
| 7D | +1.2% | +2.4% | -1.2% | +0.4% |
| 30D | +1.2% | +15.0% | -13.8% | -3.3% |
| 3M | -5.7% | -0.7% | -5.0% | -6.0% |
| 6M | +17.9% | +7.5% | +10.4% | +13.5% |
| YTD | +10.4% | +41.6% | -31.2% | -3.8% |
| 1Y | +25.3% | +50.7% | -25.3% | +6.3% |
| 3Y | +37.5% | +20.3% | +17.2% | +24.0% |
| 5Y | +46.5% | +85.2% | -38.7% | -4.7% |
| All | +46.5% | +84.8% | -38.2% | -4.7% |
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