+165.0%
W vs BG
+110.5%
+54.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -1.0% |
| 7D | +6.5% | +2.4% | +4.1% | +5.5% |
| 30D | -6.2% | +15.0% | -21.3% | -11.1% |
| 3M | +48.9% | -0.7% | +49.5% | +47.4% |
| 6M | +31.2% | +7.5% | +23.7% | +25.0% |
| YTD | -0.4% | +41.6% | -42.0% | -15.2% |
| 1Y | +14.8% | +50.7% | -35.8% | -4.9% |
| 3Y | +40.5% | +20.3% | +20.2% | +24.9% |
| 5Y | -62.1% | +85.2% | -147.4% | -72.7% |
| 10Y | +141.5% | +160.6% | -19.1% | +30.1% |
| All | +165.0% | +110.5% | +54.6% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling