+485.4%
P vs BG
+118.3%
+367.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | +2.8% | +3.7% | +5.6% |
| 30D | +18.8% | +12.0% | +6.8% | +15.0% |
| 3M | +26.7% | -7.7% | +34.4% | +29.2% |
| 6M | +62.2% | +4.5% | +57.7% | +59.0% |
| YTD | +48.5% | +35.7% | +12.8% | +35.1% |
| 1Y | +26.4% | +50.1% | -23.7% | +11.0% |
| 3Y | +159.4% | +12.6% | +146.8% | +142.6% |
| 5Y | +275.8% | +75.4% | +200.4% | +189.9% |
| 10Y | +732.0% | +150.5% | +581.5% | +394.2% |
| All | +485.4% | +118.3% | +367.0% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling