+337.2%
IR vs BG
+88.8%
+248.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.3% | +1.5% | +2.8% | +3.8% |
| 30D | +8.1% | -7.0% | +15.1% | +10.6% |
| 3M | +0.7% | -10.0% | +10.7% | +3.6% |
| 6M | +16.6% | -19.8% | +36.4% | +24.1% |
| YTD | +7.8% | +14.3% | -6.5% | -0.8% |
| 1Y | +9.9% | +6.5% | +3.4% | +3.9% |
| 3Y | +25.2% | +4.4% | +20.9% | +16.1% |
| 5Y | +46.8% | +20.2% | +26.6% | +22.7% |
| All | +337.2% | +88.8% | +248.5% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling