+209.7%
F vs BR
+1,465.0%
-1,255.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +1.6% | +6.5% | -4.9% | -2.0% |
| 30D | +2.6% | +18.9% | -16.3% | -6.9% |
| 3M | -8.8% | +16.3% | -25.1% | -16.6% |
| 6M | +4.6% | +26.2% | -21.6% | -10.1% |
| YTD | -1.9% | -13.1% | +11.2% | +3.1% |
| 1Y | -0.8% | -10.5% | +9.7% | +2.4% |
| 3Y | +43.5% | +13.3% | +30.1% | +26.0% |
| 5Y | -12.1% | +19.9% | -32.0% | -26.2% |
| 10Y | +83.6% | +254.2% | -170.6% | -24.6% |
| All | +209.7% | +1,465.0% | -1,255.3% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling