+38.1%
Q vs BR
-11.4%
+49.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.3% |
| 7D | +1.2% | +1.1% | +0.1% | +1.7% |
| 30D | -2.7% | +14.4% | -17.1% | +4.1% |
| 3M | -16.9% | +12.4% | -29.4% | -11.2% |
| 6M | -26.9% | +35.4% | -62.3% | -14.4% |
| YTD | +45.2% | -12.2% | +57.4% | +58.4% |
| 1Y | +38.1% | -12.7% | +50.9% | +49.8% |
| All | +38.1% | -11.4% | +49.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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