-55.9%
W vs BR
+18.8%
-74.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.2% |
| 7D | +0.2% | +1.1% | -0.9% | -1.0% |
| 30D | +6.8% | +14.4% | -7.6% | -8.4% |
| 3M | +10.7% | +12.4% | -1.8% | -4.0% |
| 6M | +86.3% | +35.4% | +50.9% | +30.1% |
| YTD | +11.5% | -12.2% | +23.6% | +27.1% |
| 1Y | +5.1% | -12.7% | +17.8% | +20.8% |
| 3Y | +171.0% | +14.3% | +156.7% | +100.5% |
| All | -55.9% | +18.8% | -74.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling