+37.3%
IR vs BG
+84.9%
-47.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -15.0% | +10.3% | -25.4% | -17.0% |
| 3M | -0.4% | -1.9% | +1.5% | -0.4% |
| 6M | -15.0% | +5.2% | -20.3% | -17.0% |
| YTD | -7.1% | +41.2% | -48.2% | -16.4% |
| 1Y | -7.5% | +50.5% | -58.1% | -18.6% |
| 3Y | +6.3% | +19.9% | -13.6% | -1.9% |
| 5Y | +37.3% | +86.7% | -49.4% | +0.3% |
| All | +37.3% | +84.9% | -47.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling