+3.7%
U vs BG
+50.1%
-46.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.1% |
| 7D | -3.8% | +2.8% | -6.6% | -3.7% |
| 30D | +17.5% | +12.0% | +5.4% | +18.0% |
| 3M | +38.7% | -7.7% | +46.4% | +39.4% |
| 6M | +104.4% | +4.5% | +99.9% | +105.3% |
| YTD | -5.7% | +35.7% | -41.4% | -8.0% |
| 1Y | +3.7% | +50.1% | -46.4% | -2.8% |
| All | +3.7% | +50.1% | -46.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling