+156.8%
RF vs BG
+949.6%
-792.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | -0.1% | +7.4% | -7.5% | -2.9% |
| 30D | +7.0% | -1.5% | +8.5% | +7.4% |
| 3M | -7.0% | -6.1% | -1.0% | -5.4% |
| 6M | +6.8% | -18.0% | +24.8% | +13.6% |
| YTD | +9.9% | +15.6% | -5.7% | +0.9% |
| 1Y | +21.1% | +9.6% | +11.6% | +13.5% |
| 3Y | +119.6% | +6.3% | +113.3% | +101.8% |
| 5Y | +46.2% | +24.6% | +21.6% | +22.9% |
| 10Y | +261.5% | +98.1% | +163.4% | +140.7% |
| All | +156.8% | +949.6% | -792.8% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling