+25.0%
M vs BR
-12.0%
+37.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -3.3% | +1.9% | -5.2% | -3.5% |
| 30D | +8.1% | +15.9% | -7.8% | +6.6% |
| 3M | +2.2% | +13.7% | -11.4% | +0.9% |
| 6M | +35.1% | +31.0% | +4.1% | +32.2% |
| YTD | +15.8% | -12.0% | +27.8% | +23.2% |
| All | +25.0% | -12.0% | +37.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling