+19.2%
F vs BG
+928.0%
-908.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.6% | +2.5% | -1.0% | +0.6% |
| 30D | +2.6% | -6.1% | +8.7% | +4.6% |
| 3M | -8.8% | -8.5% | -0.3% | -6.6% |
| 6M | +4.6% | -20.4% | +25.0% | +11.7% |
| YTD | -1.9% | +13.3% | -15.2% | -8.3% |
| 1Y | -0.8% | +7.3% | -8.0% | -5.4% |
| 3Y | +43.5% | +2.6% | +40.9% | +36.1% |
| 5Y | -12.1% | +22.0% | -34.0% | -23.4% |
| 10Y | +83.6% | +91.8% | -8.1% | +28.5% |
| All | +19.2% | +928.0% | -908.8% | -47.1% |
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 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