+2,926.4%
V vs BR
+1,347.0%
+1,579.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.9% |
| 7D | -1.7% | -5.3% | +3.6% | +1.2% |
| 30D | +2.0% | +6.4% | -4.5% | -1.7% |
| 3M | +17.4% | +13.6% | +3.7% | +8.6% |
| 6M | +17.5% | -6.7% | +24.2% | +20.6% |
| YTD | +7.6% | -21.1% | +28.7% | +20.3% |
| 1Y | +7.7% | -29.6% | +37.3% | +28.4% |
| 3Y | +54.7% | -2.4% | +57.0% | +51.1% |
| 5Y | +73.0% | +11.2% | +61.8% | +53.5% |
| 10Y | +390.9% | +191.8% | +199.1% | +149.8% |
| All | +2,926.4% | +1,347.0% | +1,579.4% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling