+322.4%
NET vs BR
+12.6%
+309.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -4.1% |
| 7D | -16.4% | +7.0% | -23.3% | -19.4% |
| 30D | -25.8% | +19.0% | -44.8% | -33.0% |
| 3M | -11.5% | +13.1% | -24.6% | -17.8% |
| 6M | +18.9% | +24.6% | -5.7% | +4.5% |
| YTD | +35.2% | -13.6% | +48.8% | +45.3% |
| 1Y | +14.5% | -13.1% | +27.6% | +22.2% |
| All | +322.4% | +12.6% | +309.8% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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