+37.3%
IR vs BR
+7.6%
+29.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.9% | -5.0% | +3.1% | +0.4% |
| 30D | -15.0% | -2.5% | -12.6% | -14.2% |
| 3M | -0.4% | +13.5% | -13.9% | -7.0% |
| 6M | -15.0% | -9.4% | -5.6% | -11.3% |
| YTD | -7.1% | -23.3% | +16.2% | +6.0% |
| 1Y | -7.5% | -31.6% | +24.1% | +13.0% |
| 3Y | +6.3% | -5.1% | +11.4% | +4.2% |
| 5Y | +37.3% | +8.2% | +29.2% | +17.9% |
| All | +37.3% | +7.6% | +29.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling