-55.9%
W vs BG
+21.9%
-77.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.3% |
| 30D | +6.8% | -6.7% | +13.5% | +8.2% |
| 3M | +10.7% | -9.3% | +19.9% | +12.3% |
| 6M | +86.3% | -18.3% | +104.7% | +92.7% |
| YTD | +11.5% | +16.2% | -4.7% | +1.6% |
| 1Y | +5.1% | +7.6% | -2.5% | -1.7% |
| 3Y | +171.0% | +6.6% | +164.4% | +146.7% |
| All | -55.9% | +21.9% | -77.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling