+112.5%
NET vs BR
+11.2%
+101.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | +1.2% |
| 7D | -7.0% | -5.3% | -1.7% | -2.0% |
| 30D | -4.8% | +6.4% | -11.2% | -10.6% |
| 3M | +3.8% | +13.6% | -9.8% | -9.5% |
| 6M | +50.0% | -6.7% | +56.8% | +58.8% |
| YTD | +41.5% | -21.1% | +62.6% | +76.5% |
| 1Y | +32.8% | -29.6% | +62.4% | +86.5% |
| 3Y | +335.9% | -2.4% | +338.3% | +291.5% |
| All | +112.5% | +11.2% | +101.3% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling