-70.6%
S vs BG
+84.9%
-155.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -12.6% | +10.3% | -22.9% | -13.4% |
| 3M | +27.6% | -1.9% | +29.5% | +27.8% |
| 6M | +35.5% | +5.2% | +30.2% | +34.5% |
| YTD | +29.6% | +41.2% | -11.6% | +24.2% |
| 1Y | +8.1% | +50.5% | -42.4% | +2.5% |
| 3Y | +14.8% | +19.9% | -5.1% | +11.4% |
| 5Y | -70.6% | +86.7% | -157.3% | -80.0% |
| All | -70.6% | +84.9% | -155.5% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling