+65.8%
MAR vs BR
-5.0%
+70.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -6.0% | +3.9% | -0.6% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | -14.6% | +16.4% | -31.0% | -18.6% |
| 6M | +1.3% | -8.2% | +9.5% | +4.5% |
| YTD | +6.7% | -23.2% | +29.9% | +19.3% |
| 1Y | +26.4% | -30.9% | +57.4% | +49.3% |
| All | +65.8% | -5.0% | +70.8% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling