-15.8%
F vs BR
+19.3%
-35.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +1.6% | +6.5% | -4.9% | -1.2% |
| 30D | +2.6% | +18.9% | -16.3% | -4.8% |
| 3M | -8.8% | +16.3% | -25.1% | -14.9% |
| 6M | +4.6% | +26.2% | -21.6% | -6.7% |
| YTD | -1.9% | -13.1% | +11.2% | +6.0% |
| 1Y | -0.8% | -10.5% | +9.7% | +5.2% |
| 3Y | +43.5% | +13.3% | +30.1% | +25.8% |
| All | -15.8% | +19.3% | -35.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling