+2.7%
M vs BR
+1,486.0%
-1,483.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +5.0% | +5.0% | 0.0% | +2.1% |
| 30D | +10.6% | +16.6% | -6.0% | +1.1% |
| 3M | +1.6% | +12.0% | -10.4% | -5.4% |
| 6M | +30.8% | +30.7% | +0.1% | +9.9% |
| YTD | +16.9% | -11.9% | +28.8% | +22.5% |
| 1Y | +26.3% | -11.6% | +37.8% | +32.0% |
| 3Y | +158.6% | +15.0% | +143.6% | +125.8% |
| 5Y | +2.1% | +18.1% | -16.0% | -13.1% |
| 10Y | -4.3% | +278.6% | -283.0% | -62.8% |
| All | +2.7% | +1,486.0% | -1,483.3% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling