+327.1%
NET vs BG
+12.6%
+314.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -7.0% | +2.8% | -9.8% | -7.1% |
| 30D | -4.8% | +12.0% | -16.8% | -5.5% |
| 3M | +3.8% | -7.7% | +11.5% | +4.3% |
| 6M | +50.0% | +4.5% | +45.6% | +49.6% |
| YTD | +41.5% | +35.7% | +5.8% | +40.0% |
| 1Y | +32.8% | +50.1% | -17.2% | +29.9% |
| All | +327.1% | +12.6% | +314.4% | +348.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling