+2,926.4%
V vs BG
+86.6%
+2,839.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.7% | +2.8% | -4.5% | -2.5% |
| 30D | +2.0% | +12.0% | -10.1% | -1.5% |
| 3M | +17.4% | -7.7% | +25.1% | +19.3% |
| 6M | +17.5% | +4.5% | +13.0% | +14.6% |
| YTD | +7.6% | +35.7% | -28.1% | -3.3% |
| 1Y | +7.7% | +50.1% | -42.4% | -6.6% |
| 3Y | +54.7% | +12.6% | +42.0% | +43.1% |
| 5Y | +73.0% | +75.4% | -2.4% | +34.7% |
| 10Y | +390.9% | +150.5% | +240.4% | +211.1% |
| All | +2,926.4% | +86.6% | +2,839.9% | +1,656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling