+32.0%
Q vs BR
-26.4%
+58.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.7% |
| 7D | +6.6% | -5.0% | +11.6% | +4.6% |
| 30D | -6.6% | -2.5% | -4.1% | -7.1% |
| 3M | -13.2% | +13.5% | -26.7% | -6.9% |
| 6M | +9.9% | -9.4% | +19.4% | +12.2% |
| YTD | +53.9% | -23.3% | +77.2% | +57.9% |
| All | +32.0% | -26.4% | +58.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling