+137.3%
M vs BG
+1,131.5%
-994.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +4.7% | +2.8% | +1.9% | +3.6% |
| 30D | -9.6% | +12.0% | -21.7% | -13.6% |
| 3M | +0.9% | -7.7% | +8.5% | +3.0% |
| 6M | +22.3% | +4.5% | +17.8% | +18.2% |
| YTD | +6.5% | +35.7% | -29.2% | -6.9% |
| 1Y | +38.8% | +50.1% | -11.3% | +16.4% |
| 3Y | +115.9% | +12.6% | +103.3% | +97.1% |
| 5Y | +28.6% | +75.4% | -46.8% | -2.7% |
| 10Y | -2.5% | +150.5% | -153.0% | -38.4% |
| All | +137.3% | +1,131.5% | -994.2% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling