+35.3%
W vs BG
+19.0%
+16.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | -3.0% | +10.3% | -13.4% | -5.8% |
| 3M | +40.3% | -1.9% | +42.2% | +40.6% |
| 6M | +32.2% | +5.2% | +27.0% | +27.5% |
| YTD | -0.3% | +41.2% | -41.4% | -17.2% |
| 1Y | +16.2% | +50.5% | -34.4% | -6.8% |
| All | +35.3% | +19.0% | +16.3% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling