+3,297.7%
V vs BG
+57.1%
+3,240.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.4% | +1.5% | -1.8% | -0.8% |
| 30D | +6.3% | -7.0% | +13.4% | +8.4% |
| 3M | +17.2% | -10.0% | +27.1% | +20.0% |
| 6M | +29.2% | -19.8% | +49.0% | +36.0% |
| YTD | +20.8% | +14.3% | +6.5% | +13.6% |
| 1Y | +25.0% | +6.5% | +18.5% | +20.0% |
| 3Y | +75.3% | +4.4% | +70.9% | +64.8% |
| 5Y | +105.8% | +20.2% | +85.6% | +79.9% |
| 10Y | +451.9% | +108.5% | +343.4% | +268.7% |
| All | +3,297.7% | +57.1% | +3,240.6% | +1,962.3% |
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