-53.4%
S vs BG
+80.9%
-134.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.1% | +3.7% | -3.7% | -0.2% |
| 30D | -11.8% | +12.3% | -24.1% | -12.7% |
| 3M | +33.9% | -2.2% | +36.2% | +34.2% |
| 6M | +40.1% | +5.3% | +34.8% | +39.2% |
| YTD | +32.1% | +42.4% | -10.3% | +26.7% |
| 1Y | +11.0% | +55.2% | -44.2% | +5.1% |
| 3Y | +16.9% | +21.0% | -4.0% | +13.5% |
| 5Y | -68.9% | +87.1% | -156.1% | -73.5% |
| All | -53.4% | +80.9% | -134.3% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling