+112.5%
NET vs BG
+76.3%
+36.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 6M | +50.0% | +4.5% | +45.6% | +47.6% |
| YTD | +41.5% | +35.7% | +5.8% | +31.3% |
| 1Y | +32.8% | +50.1% | -17.2% | +19.3% |
| 3Y | +335.9% | +12.6% | +323.3% | +320.0% |
| All | +112.5% | +76.3% | +36.1% | +65.7% |
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