+28.7%
O vs BG
+19.0%
+9.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -2.4% | +10.3% | -12.8% | -3.5% |
| 3M | -0.6% | -1.9% | +1.3% | -0.5% |
| 6M | -5.0% | +5.2% | -10.2% | -5.8% |
| YTD | +10.4% | +41.2% | -30.8% | +5.5% |
| 1Y | +6.6% | +50.5% | -44.0% | +1.0% |
| All | +28.7% | +19.0% | +9.7% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling