+29.7%
Q vs BG
+27.7%
+1.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.0% | +1.9% |
| 7D | +6.7% | +2.4% | +4.4% | +6.5% |
| 30D | -10.6% | +15.0% | -25.6% | -11.7% |
| 3M | -14.6% | -0.7% | -13.9% | -14.3% |
| 6M | +12.1% | +7.5% | +4.6% | +8.7% |
| YTD | +51.3% | +41.6% | +9.7% | +38.9% |
| All | +29.7% | +27.7% | +1.9% | +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 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