-68.9%
U vs BG
+88.4%
-157.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | 0.0% | +3.7% | -3.7% | -0.6% |
| 30D | -4.1% | +12.3% | -16.4% | -6.0% |
| 3M | +57.8% | -2.2% | +60.0% | +58.1% |
| 6M | +103.5% | +5.3% | +98.2% | +100.7% |
| YTD | -4.8% | +42.4% | -47.2% | -12.2% |
| 1Y | -2.4% | +55.2% | -57.6% | -12.1% |
| 3Y | +11.7% | +21.0% | -9.3% | +3.7% |
| 5Y | -68.9% | +87.1% | -156.0% | -77.4% |
| All | -68.9% | +88.4% | -157.2% | -77.4% |
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