-67.5%
S vs BR
+18.1%
-85.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.2% | +1.9% | -0.6% | -0.3% |
| 30D | -7.3% | +15.9% | -23.2% | -17.7% |
| 3M | +5.9% | +13.7% | -7.8% | -4.7% |
| 6M | +45.6% | +31.0% | +14.6% | +16.5% |
| YTD | +58.5% | -12.0% | +70.5% | +73.0% |
| 1Y | +37.6% | -11.5% | +49.1% | +49.1% |
| 3Y | +51.7% | +14.9% | +36.7% | +24.5% |
| 5Y | -67.5% | +20.1% | -87.6% | -76.7% |
| All | -67.5% | +18.1% | -85.6% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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