+17.5%
P vs BG
+7.2%
+10.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -5.4% |
| 7D | -19.4% | -3.8% | -15.6% | -18.8% |
| 30D | -22.3% | -9.6% | -12.7% | -21.0% |
| 3M | +33.2% | -8.5% | +41.7% | +33.8% |
| 6M | +53.6% | -23.0% | +76.7% | +63.3% |
| YTD | +66.8% | +10.9% | +55.9% | +59.7% |
| 1Y | +17.5% | +6.0% | +11.6% | +13.2% |
| All | +17.5% | +7.2% | +10.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling