+45.9%
BE vs A
+22.0%
+23.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -13.4% | +1.4% | -14.7% | -13.5% |
| 30D | -33.9% | +4.3% | -38.2% | -34.1% |
| 3M | -12.0% | +19.8% | -31.8% | -14.4% |
| 6M | -29.0% | +54.4% | -83.3% | -35.6% |
| YTD | +113.4% | +31.7% | +81.7% | +104.0% |
| All | +45.9% | +22.0% | +23.9% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling