+39.2%
S vs BG
+7.2%
+32.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +2.0% |
| 7D | -8.2% | -3.8% | -4.4% | -8.9% |
| 30D | -7.6% | -9.6% | +2.0% | -9.2% |
| 3M | +12.0% | -8.5% | +20.5% | +9.5% |
| 6M | +50.6% | -23.0% | +73.6% | +46.9% |
| YTD | +56.6% | +10.9% | +45.7% | +54.6% |
| 1Y | +39.2% | +6.0% | +33.3% | +39.9% |
| All | +39.2% | +7.2% | +32.0% | +39.9% |
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