+264.0%
F vs BR
+1,321.0%
-1,057.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +3.3% |
| 7D | +5.3% | -5.3% | +10.6% | +8.5% |
| 30D | +4.6% | +6.4% | -1.9% | +0.7% |
| 3M | -3.7% | +13.6% | -17.3% | -11.4% |
| 6M | +16.8% | -6.7% | +23.5% | +18.8% |
| YTD | +15.3% | -21.1% | +36.4% | +28.2% |
| 1Y | +31.0% | -29.6% | +60.6% | +55.4% |
| 3Y | +45.4% | -2.4% | +47.8% | +39.4% |
| 5Y | +54.7% | +11.2% | +43.4% | +35.1% |
| 10Y | +98.2% | +191.8% | -93.6% | -8.7% |
| All | +264.0% | +1,321.0% | -1,057.0% | -41.2% |
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