+291.1%
P vs BR
+9.8%
+281.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.4% |
| 7D | +7.8% | -5.9% | +13.8% | +9.9% |
| 30D | +12.3% | +1.9% | +10.4% | +11.1% |
| 3M | +37.1% | +14.7% | +22.5% | +29.4% |
| 6M | +66.1% | -12.8% | +78.8% | +74.5% |
| YTD | +50.9% | -23.0% | +74.0% | +67.8% |
| 1Y | +27.2% | -31.7% | +58.9% | +49.9% |
| 3Y | +158.7% | -4.8% | +163.4% | +149.3% |
| 5Y | +291.1% | +7.8% | +283.3% | +229.9% |
| All | +291.1% | +9.8% | +281.3% | +229.9% |
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