+196.7%
W vs BR
+480.8%
-284.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.1% |
| 7D | +0.2% | +1.1% | -0.9% | -0.8% |
| 30D | +6.8% | +14.4% | -7.6% | -6.6% |
| 3M | +10.7% | +12.4% | -1.8% | -2.2% |
| 6M | +86.3% | +35.4% | +50.9% | +36.6% |
| YTD | +11.5% | -12.2% | +23.6% | +22.9% |
| 1Y | +5.1% | -12.7% | +17.8% | +16.6% |
| 3Y | +171.0% | +14.3% | +156.7% | +125.3% |
| 5Y | -56.6% | +19.3% | -75.9% | -64.5% |
| 10Y | +213.4% | +278.1% | -64.7% | +19.4% |
| All | +196.7% | +480.8% | -284.1% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling