+151.3%
RF vs BG
+928.0%
-776.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -0.9% | +2.5% | -3.5% | -1.9% |
| 30D | +6.0% | -6.1% | +12.1% | +8.3% |
| 3M | -8.9% | -8.5% | -0.4% | -6.3% |
| 6M | +2.3% | -20.4% | +22.7% | +10.2% |
| YTD | +7.6% | +13.3% | -5.7% | -0.5% |
| 1Y | +21.2% | +7.3% | +13.9% | +14.5% |
| 3Y | +108.5% | +2.6% | +106.0% | +94.4% |
| 5Y | +43.2% | +22.0% | +21.3% | +21.4% |
| 10Y | +288.1% | +91.8% | +196.3% | +161.4% |
| All | +151.3% | +928.0% | -776.7% | +27.6% |
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