+284.7%
P vs BR
+18.8%
+265.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +11.6% | +1.1% | +10.5% | +11.3% |
| 30D | -23.7% | +14.4% | -38.1% | -26.9% |
| 3M | -8.0% | +12.4% | -20.4% | -11.9% |
| 6M | +27.9% | +35.4% | -7.5% | +13.9% |
| YTD | +61.2% | -12.2% | +73.3% | +71.8% |
| 1Y | +28.6% | -12.7% | +41.4% | +37.1% |
| 3Y | +200.5% | +14.3% | +186.2% | +168.3% |
| All | +284.7% | +18.8% | +265.9% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling