+16.0%
O vs BG
+81.8%
-65.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -2.9% | +3.1% | -6.0% | -3.3% |
| 30D | -4.5% | +10.2% | -14.7% | -5.8% |
| 3M | -2.6% | -1.7% | -1.0% | -2.6% |
| 6M | -5.6% | +1.0% | -6.6% | -6.1% |
| YTD | +9.3% | +39.9% | -30.6% | +3.6% |
| 1Y | +4.3% | +53.2% | -48.9% | -2.5% |
| 3Y | +27.4% | +16.3% | +11.2% | +22.9% |
| All | +16.0% | +81.8% | -65.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling