+291.1%
P vs BG
+84.8%
+206.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.0% |
| 7D | +7.8% | +2.4% | +5.5% | +7.4% |
| 30D | +12.3% | +15.0% | -2.7% | +9.9% |
| 3M | +37.1% | -0.7% | +37.8% | +36.9% |
| 6M | +66.1% | +7.5% | +58.6% | +63.8% |
| YTD | +50.9% | +41.6% | +9.3% | +43.8% |
| 1Y | +27.2% | +50.7% | -23.4% | +20.1% |
| 3Y | +158.7% | +20.3% | +138.4% | +148.9% |
| 5Y | +291.1% | +85.2% | +205.9% | +222.8% |
| All | +291.1% | +84.8% | +206.4% | +222.8% |
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