+26.7%
Q vs BG
+22.4%
+4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +0.2% | +2.8% | -2.6% | 0.0% |
| 30D | -11.1% | +12.0% | -23.2% | -12.1% |
| 3M | -22.1% | -7.7% | -14.4% | -21.0% |
| 6M | +0.5% | +4.5% | -4.0% | -2.6% |
| YTD | +47.8% | +35.7% | +12.1% | +36.2% |
| All | +26.7% | +22.4% | +4.3% | +16.5% |
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