+65.5%
T vs BR
+14.9%
+50.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.3% |
| 30D | -3.8% | +14.4% | -18.2% | -6.2% |
| 3M | -8.7% | +12.4% | -21.2% | -10.8% |
| 6M | -8.1% | +35.4% | -43.6% | -13.0% |
| YTD | -6.4% | -12.2% | +5.7% | -3.7% |
| 1Y | -9.8% | -12.7% | +3.0% | -6.9% |
| 3Y | +65.5% | +14.3% | +51.2% | +60.6% |
| All | +65.5% | +14.9% | +50.5% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling