+48.2%
S vs BG
+5.0%
+43.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +1.2% | +3.4% | -2.1% | +1.4% |
| 30D | -7.3% | -3.8% | -3.5% | -7.5% |
| 3M | +5.9% | -9.6% | +15.5% | +5.3% |
| 6M | +45.6% | -19.5% | +65.1% | +44.9% |
| YTD | +58.5% | +14.6% | +43.9% | +57.4% |
| 1Y | +37.6% | +6.6% | +31.0% | +36.8% |
| All | +48.2% | +5.0% | +43.1% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling