-10.9%
M vs BG
+171.4%
-182.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | -8.8% | +3.7% | -12.5% | -10.3% |
| 30D | -16.4% | +12.3% | -28.7% | -20.8% |
| 3M | -10.8% | -2.2% | -8.6% | -10.9% |
| 6M | +16.1% | +5.3% | +10.8% | +11.2% |
| YTD | -5.3% | +42.4% | -47.7% | -21.6% |
| 1Y | +24.9% | +55.2% | -30.3% | -1.2% |
| 3Y | +97.5% | +21.0% | +76.6% | +70.8% |
| 5Y | +20.4% | +87.1% | -66.8% | -20.2% |
| All | -10.9% | +171.4% | -182.3% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling