+156.4%
M vs BG
+954.5%
-798.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +0.9% |
| 7D | +7.0% | +2.6% | +4.4% | +6.1% |
| 30D | +8.9% | -6.7% | +15.6% | +11.5% |
| 3M | +4.5% | -9.3% | +13.8% | +7.3% |
| 6M | +36.2% | -18.3% | +54.5% | +44.2% |
| YTD | +15.1% | +16.2% | -1.1% | +5.8% |
| 1Y | +27.4% | +7.6% | +19.9% | +20.7% |
| 3Y | +160.1% | +6.6% | +153.6% | +140.5% |
| 5Y | -1.6% | +22.2% | -23.8% | -15.2% |
| 10Y | -7.7% | +112.0% | -119.7% | -38.2% |
| All | +156.4% | +954.5% | -798.1% | +25.6% |
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 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