+1,381.0%
NET vs BP
+76.2%
+1,304.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.7% |
| 7D | -16.4% | -8.4% | -8.0% | -14.9% |
| 30D | -25.8% | +2.2% | -28.1% | -26.2% |
| 3M | -11.5% | +8.8% | -20.3% | -13.3% |
| 6M | +18.9% | -0.5% | +19.4% | +18.4% |
| YTD | +35.2% | +36.2% | -1.0% | +25.3% |
| 1Y | +14.5% | +36.6% | -22.1% | +6.0% |
| 3Y | +313.8% | +48.1% | +265.7% | +273.9% |
| 5Y | +32.6% | +114.3% | -81.7% | +14.0% |
| All | +1,381.0% | +76.2% | +1,304.8% | +1,378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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