+32.6%
NET vs BG
+21.0%
+11.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.0% |
| 7D | -16.4% | -3.8% | -12.6% | -15.8% |
| 30D | -25.8% | -9.6% | -16.2% | -24.6% |
| 3M | -11.5% | -8.5% | -3.0% | -10.7% |
| 6M | +18.9% | -23.0% | +42.0% | +24.1% |
| YTD | +35.2% | +10.9% | +24.3% | +30.0% |
| 1Y | +14.5% | +6.0% | +8.5% | +11.0% |
| 3Y | +313.8% | -0.2% | +314.0% | +300.2% |
| 5Y | +32.6% | +19.9% | +12.7% | +6.3% |
| All | +32.6% | +21.0% | +11.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling