+21.0%
PL vs BG
+8.3%
+12.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +10.0% | +2.6% | +7.5% | +9.7% |
| 30D | -2.3% | -6.7% | +4.4% | -1.3% |
| 3M | -44.2% | -9.3% | -34.9% | -43.2% |
| 6M | -66.1% | -18.3% | -47.8% | -64.0% |
| YTD | -30.0% | +16.2% | -46.2% | -35.0% |
| 1Y | +21.0% | +7.6% | +13.4% | +22.7% |
| All | +21.0% | +8.3% | +12.7% | +22.7% |
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