+8.5%
IR vs BR
-4.7%
+13.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.8% |
| 7D | +0.6% | -5.9% | +6.6% | +2.6% |
| 30D | -13.6% | +1.9% | -15.5% | -14.3% |
| 3M | +3.7% | +14.7% | -11.0% | -1.4% |
| 6M | -13.1% | -12.8% | -0.3% | -8.0% |
| YTD | -5.1% | -23.0% | +17.9% | +7.1% |
| 1Y | -6.5% | -31.7% | +25.2% | +13.2% |
| 3Y | +8.5% | -4.8% | +13.3% | +2.1% |
| All | +8.5% | -4.7% | +13.2% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling