+28.2%
M vs BR
+9.8%
+18.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.4% |
| 7D | +2.4% | -5.9% | +8.3% | +5.4% |
| 30D | -11.6% | +1.9% | -13.5% | -12.8% |
| 3M | +1.6% | +14.7% | -13.0% | -6.1% |
| 6M | +25.2% | -12.8% | +38.0% | +33.7% |
| YTD | +3.8% | -23.0% | +26.8% | +19.0% |
| 1Y | +36.3% | -31.7% | +68.0% | +68.6% |
| 3Y | +116.3% | -4.8% | +121.1% | +108.9% |
| 5Y | +28.2% | +7.8% | +20.3% | -4.6% |
| All | +28.2% | +9.8% | +18.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling