+17.5%
P vs BR
-14.2%
+31.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.0% | -8.0% | -3.6% |
| 7D | -19.4% | +7.0% | -26.3% | -16.7% |
| 30D | -22.3% | +19.0% | -41.3% | -16.5% |
| 3M | +33.2% | +13.1% | +20.1% | +40.4% |
| 6M | +53.6% | +24.6% | +29.0% | +69.5% |
| YTD | +66.8% | -13.6% | +80.4% | +50.4% |
| 1Y | +17.5% | -13.1% | +30.7% | +12.3% |
| All | +17.5% | -14.2% | +31.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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