+160.4%
M vs BG
+931.4%
-771.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | +5.0% | +5.0% | +0.1% | +3.2% |
| 30D | +10.6% | -3.2% | +13.9% | +11.7% |
| 3M | +1.6% | -11.2% | +12.8% | +5.1% |
| 6M | +30.8% | -19.4% | +50.3% | +39.1% |
| YTD | +16.9% | +13.6% | +3.3% | +8.3% |
| 1Y | +26.3% | +7.3% | +19.0% | +19.7% |
| 3Y | +158.6% | +3.8% | +154.8% | +141.4% |
| 5Y | +2.1% | +23.2% | -21.1% | -12.3% |
| 10Y | -4.3% | +97.9% | -102.3% | -34.5% |
| All | +160.4% | +931.4% | -771.0% | +28.5% |
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