+18.9%
RF vs BG
+8.1%
+10.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.3% | +3.4% | -4.7% | -1.2% |
| 30D | +4.6% | -3.8% | +8.4% | +4.6% |
| 3M | -8.4% | -9.6% | +1.1% | -8.5% |
| 6M | +8.9% | -19.5% | +28.4% | +8.8% |
| YTD | +8.8% | +14.6% | -5.8% | -1.1% |
| 1Y | +18.9% | +6.6% | +12.3% | +11.0% |
| All | +18.9% | +8.1% | +10.8% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling