+32.0%
Q vs BG
+27.3%
+4.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | -6.6% | +10.3% | -16.9% | -7.4% |
| 3M | -13.2% | -1.9% | -11.3% | -12.7% |
| 6M | +9.9% | +5.2% | +4.7% | +7.5% |
| YTD | +53.9% | +41.2% | +12.8% | +41.4% |
| All | +32.0% | +27.3% | +4.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling