-68.9%
U vs BR
+7.7%
-76.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | -6.0% | +5.9% | +6.1% |
| 30D | -4.1% | -0.9% | -3.3% | -3.7% |
| 3M | +57.8% | +16.4% | +41.4% | +32.7% |
| 6M | +103.5% | -8.2% | +111.7% | +119.2% |
| YTD | -4.8% | -23.2% | +18.5% | +23.7% |
| 1Y | -2.4% | -30.9% | +28.5% | +42.7% |
| 3Y | +11.7% | -5.0% | +16.6% | +2.2% |
| 5Y | -68.9% | +8.8% | -77.6% | -80.6% |
| All | -68.9% | +7.7% | -76.5% | -80.6% |
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 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