+29.7%
Q vs BG
+28.5%
+1.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +4.1% | +3.7% | +0.4% | +3.7% |
| 30D | -10.7% | +12.3% | -23.1% | -11.6% |
| 3M | -11.7% | -2.2% | -9.5% | -11.0% |
| 6M | +8.3% | +5.3% | +3.0% | +6.2% |
| YTD | +51.3% | +42.4% | +8.9% | +38.9% |
| All | +29.7% | +28.5% | +1.3% | +18.7% |
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