+116.3%
M vs BG
+20.0%
+96.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.3% |
| 7D | +2.4% | +2.4% | 0.0% | +1.9% |
| 30D | -11.6% | +15.0% | -26.6% | -13.9% |
| 3M | +1.6% | -0.7% | +2.3% | +1.7% |
| 6M | +25.2% | +7.5% | +17.7% | +22.2% |
| YTD | +3.8% | +41.6% | -37.9% | -6.7% |
| 1Y | +36.3% | +50.7% | -14.3% | +20.6% |
| 3Y | +116.3% | +20.3% | +96.1% | +105.5% |
| All | +116.3% | +20.0% | +96.4% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling