+50.7%
O vs BG
+166.7%
-115.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -2.9% | +3.1% | -6.0% | -3.7% |
| 30D | -4.5% | +10.2% | -14.7% | -7.0% |
| 3M | -2.6% | -1.7% | -1.0% | -2.6% |
| 6M | -5.6% | +1.0% | -6.6% | -6.6% |
| YTD | +9.3% | +39.9% | -30.6% | -1.3% |
| 1Y | +4.3% | +53.2% | -48.9% | -8.5% |
| 3Y | +27.4% | +16.3% | +11.2% | +18.8% |
| 5Y | +17.1% | +83.9% | -66.8% | -9.8% |
| All | +50.7% | +166.7% | -115.9% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling