+53.9%
F vs BR
+11.2%
+42.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +2.9% |
| 7D | +5.3% | -5.3% | +10.6% | +7.7% |
| 30D | +4.6% | +6.4% | -1.9% | +1.6% |
| 3M | -3.7% | +13.6% | -17.3% | -9.5% |
| 6M | +16.8% | -6.7% | +23.5% | +20.2% |
| YTD | +15.3% | -21.1% | +36.4% | +29.5% |
| 1Y | +31.0% | -29.6% | +60.6% | +56.9% |
| 3Y | +45.4% | -2.4% | +47.8% | +38.7% |
| All | +53.9% | +11.2% | +42.8% | +21.9% |
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