+66.2%
NDAQ vs BR
+18.8%
+47.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | +18.0% | +14.4% | +3.6% | +9.3% |
| 3M | +11.5% | +12.4% | -0.9% | +4.1% |
| 6M | +21.1% | +35.4% | -14.4% | +1.0% |
| YTD | +12.8% | -12.2% | +25.0% | +20.2% |
| 1Y | +25.7% | -12.7% | +38.5% | +34.4% |
| 3Y | +116.8% | +14.3% | +102.5% | +98.0% |
| All | +66.2% | +18.8% | +47.4% | +45.4% |
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