+0.7%
PL vs BG
+4.9%
-4.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.3% |
| 7D | -6.8% | +2.5% | -9.4% | -7.0% |
| 30D | -29.3% | -6.1% | -23.2% | -28.8% |
| 3M | -44.8% | -8.5% | -36.3% | -44.2% |
| 6M | -68.4% | -20.4% | -48.0% | -66.4% |
| YTD | -36.4% | +13.3% | -49.6% | -38.4% |
| 1Y | +0.7% | +7.3% | -6.5% | -2.9% |
| All | +0.7% | +4.9% | -4.2% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling