+21.7%
P vs BG
+8.1%
+13.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.3% |
| 7D | -4.7% | +3.4% | -8.1% | -5.2% |
| 30D | -31.4% | -3.8% | -27.6% | -31.0% |
| 3M | -2.6% | -9.6% | +6.9% | -1.5% |
| 6M | +21.9% | -19.5% | +41.5% | +28.4% |
| YTD | +58.9% | +14.6% | +44.3% | +52.1% |
| 1Y | +21.7% | +6.6% | +15.1% | +18.2% |
| All | +21.7% | +8.1% | +13.6% | +18.2% |
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