+155.2%
W vs BG
+166.7%
-11.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.7% |
| 7D | -0.9% | +3.1% | -4.0% | -2.0% |
| 30D | -4.2% | +10.2% | -14.5% | -7.8% |
| 3M | +26.9% | -1.7% | +28.6% | +26.2% |
| 6M | +31.2% | +1.0% | +30.3% | +28.1% |
| YTD | -1.8% | +39.9% | -41.7% | -16.1% |
| 1Y | +9.3% | +53.2% | -43.9% | -10.2% |
| 3Y | +33.2% | +16.3% | +16.9% | +19.6% |
| 5Y | -62.4% | +83.9% | -146.3% | -73.0% |
| All | +155.2% | +166.7% | -11.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling