+977.1%
BE vs A
+135.8%
+841.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -1.8% |
| 7D | +23.9% | -4.4% | +28.3% | +28.0% |
| 30D | +27.8% | -2.7% | +30.5% | +29.6% |
| 3M | +3.7% | +7.0% | -3.3% | -3.6% |
| 6M | +78.0% | +24.6% | +53.3% | +41.0% |
| YTD | +209.9% | +7.0% | +202.9% | +179.1% |
| 1Y | +389.6% | +15.6% | +374.0% | +311.7% |
| 3Y | +1,730.6% | +29.9% | +1,700.7% | +1,204.3% |
| 5Y | +1,227.8% | -15.4% | +1,243.2% | +1,329.5% |
| All | +977.1% | +135.8% | +841.3% | +430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling