+46.9%
IR vs BR
+18.1%
+28.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | +7.6% | +15.9% | -8.3% | +0.3% |
| 3M | +0.1% | +13.7% | -13.6% | -6.2% |
| 6M | +14.0% | +31.0% | -17.0% | -1.0% |
| YTD | +7.5% | -12.0% | +19.5% | +14.8% |
| 1Y | +10.1% | -11.5% | +21.6% | +17.2% |
| 3Y | +24.9% | +14.9% | +9.9% | +10.2% |
| 5Y | +46.9% | +20.1% | +26.8% | +21.9% |
| All | +46.9% | +18.1% | +28.8% | +21.9% |
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