+33.2%
Q vs BG
+3.4%
+29.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +6.6% | +3.4% | +3.2% | +6.5% |
| 30D | +2.7% | -3.8% | +6.5% | +2.9% |
| 3M | -8.4% | -9.6% | +1.2% | -8.0% |
| 6M | -17.3% | -19.5% | +2.2% | -15.6% |
| YTD | +55.3% | +14.6% | +40.7% | +44.6% |
| 1Y | +31.5% | +6.6% | +24.8% | +22.1% |
| All | +33.2% | +3.4% | +29.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling