+35.3%
W vs BR
-5.1%
+40.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +5.9% | -5.0% | +10.9% | +10.1% |
| 30D | -3.0% | -2.5% | -0.6% | -1.5% |
| 3M | +40.3% | +13.5% | +26.9% | +27.2% |
| 6M | +32.2% | -9.4% | +41.6% | +42.5% |
| YTD | -0.3% | -23.3% | +23.0% | +23.5% |
| 1Y | +16.2% | -31.6% | +47.8% | +61.0% |
| All | +35.3% | -5.1% | +40.4% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling