+40.1%
F vs BG
+1,131.5%
-1,091.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.9% |
| 7D | +5.3% | +2.8% | +2.5% | +4.2% |
| 30D | +4.6% | +12.0% | -7.5% | +0.2% |
| 3M | -3.7% | -7.7% | +4.0% | -1.7% |
| 6M | +16.8% | +4.5% | +12.3% | +13.3% |
| YTD | +15.3% | +35.7% | -20.4% | +1.6% |
| 1Y | +31.0% | +50.1% | -19.1% | +10.8% |
| 3Y | +45.4% | +12.6% | +32.8% | +33.9% |
| 5Y | +54.7% | +75.4% | -20.8% | +18.9% |
| 10Y | +98.2% | +150.5% | -52.2% | +26.6% |
| All | +40.1% | +1,131.5% | -1,091.4% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling