+23.9%
IR vs BG
+5.0%
+18.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +1.1% | +3.4% | -2.3% | +0.7% |
| 30D | +7.6% | -3.8% | +11.4% | +8.0% |
| 3M | +0.1% | -9.6% | +9.7% | +1.1% |
| 6M | +14.0% | -19.5% | +33.5% | +17.1% |
| YTD | +7.5% | +14.6% | -7.1% | +1.1% |
| 1Y | +10.1% | +6.6% | +3.5% | +5.3% |
| All | +23.9% | +5.0% | +18.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling