+1,449.6%
NET vs BG
+153.9%
+1,295.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -7.0% | +2.8% | -9.8% | -7.6% |
| 30D | -4.8% | +12.0% | -16.8% | -7.2% |
| 3M | +3.8% | -7.7% | +11.5% | +5.1% |
| 6M | +50.0% | +4.5% | +45.6% | +47.7% |
| YTD | +41.5% | +35.7% | +5.8% | +31.6% |
| 1Y | +32.8% | +50.1% | -17.2% | +20.0% |
| 3Y | +335.9% | +12.6% | +323.3% | +315.9% |
| 5Y | +113.8% | +75.4% | +38.4% | +82.1% |
| All | +1,449.6% | +153.9% | +1,295.6% | +1,057.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling