+3,297.7%
V vs BR
+1,502.6%
+1,795.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | +6.3% | +13.7% | -7.4% | -1.0% |
| 3M | +17.2% | +13.8% | +3.3% | +8.8% |
| 6M | +29.2% | +29.7% | -0.5% | +10.8% |
| YTD | +20.8% | -12.6% | +33.4% | +27.5% |
| 1Y | +25.0% | -12.4% | +37.4% | +31.8% |
| 3Y | +75.3% | +14.1% | +61.2% | +56.9% |
| 5Y | +105.8% | +18.7% | +87.2% | +76.2% |
| 10Y | +451.9% | +276.2% | +175.7% | +144.9% |
| All | +3,297.7% | +1,502.6% | +1,795.1% | +598.4% |
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