+19.1%
F vs BG
+931.4%
-912.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +1.0% | +5.0% | -4.0% | -0.7% |
| 30D | +2.1% | -3.2% | +5.3% | +3.1% |
| 3M | -10.3% | -11.2% | +0.9% | -7.1% |
| 6M | +3.3% | -19.4% | +22.7% | +9.8% |
| YTD | -2.0% | +13.6% | -15.6% | -8.5% |
| 1Y | -2.3% | +7.3% | -9.5% | -6.9% |
| 3Y | +49.9% | +3.8% | +46.1% | +41.6% |
| 5Y | -12.5% | +23.2% | -35.6% | -24.1% |
| 10Y | +74.3% | +97.9% | -23.7% | +20.7% |
| All | +19.1% | +931.4% | -912.3% | -47.2% |
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