-3.3%
F vs BR
-11.8%
+8.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +1.0% | +5.0% | -4.0% | +0.9% |
| 30D | +2.1% | +16.6% | -14.5% | +2.2% |
| 3M | -10.3% | +12.0% | -22.2% | -10.4% |
| 6M | +3.3% | +30.7% | -27.5% | +5.1% |
| YTD | -2.0% | -11.9% | +9.9% | +3.5% |
| All | -3.3% | -11.8% | +8.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling