-9.1%
T vs BR
-29.1%
+20.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.4% | -1.6% |
| 7D | -1.3% | -5.3% | +4.0% | -0.8% |
| 30D | +11.4% | +6.4% | +4.9% | +10.9% |
| 3M | +14.3% | +13.6% | +0.6% | +12.9% |
| 6M | -9.3% | -6.7% | -2.6% | -10.1% |
| YTD | +7.1% | -21.1% | +28.2% | +9.8% |
| 1Y | -9.1% | -29.6% | +20.5% | -3.1% |
| All | -9.1% | -29.1% | +20.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling