+1,106.2%
NDAQ vs BR
+1,286.0%
-179.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.4% |
| 7D | -2.6% | -5.9% | +3.4% | +1.1% |
| 30D | +0.5% | +1.9% | -1.4% | -0.9% |
| 3M | +9.9% | +14.7% | -4.7% | +0.6% |
| 6M | +8.2% | -12.8% | +21.0% | +16.4% |
| YTD | -1.5% | -23.0% | +21.6% | +14.1% |
| 1Y | +1.3% | -31.7% | +33.0% | +26.1% |
| 3Y | +92.6% | -4.8% | +97.4% | +94.0% |
| 5Y | +53.8% | +7.8% | +46.0% | +40.4% |
| 10Y | +376.0% | +184.1% | +191.9% | +124.8% |
| All | +1,106.2% | +1,286.0% | -179.8% | +83.7% |
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