+499.9%
P vs BG
+82.9%
+417.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -13.3% | +5.0% | -18.3% | -14.6% |
| 30D | -34.0% | -3.2% | -30.8% | -33.5% |
| 3M | +4.1% | -11.2% | +15.3% | +6.9% |
| 6M | +30.5% | -19.4% | +49.9% | +37.3% |
| YTD | +52.2% | +13.6% | +38.6% | +44.9% |
| 1Y | +10.3% | +7.3% | +3.0% | +6.7% |
| 3Y | +180.9% | +3.8% | +177.1% | +166.7% |
| 5Y | +259.7% | +23.2% | +236.5% | +210.9% |
| 10Y | +652.6% | +97.9% | +554.7% | +373.4% |
| All | +499.9% | +82.9% | +417.0% | +280.1% |
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