+387.2%
BE vs A
+15.4%
+371.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.2% |
| 7D | -14.7% | -0.1% | -14.7% | -14.3% |
| 30D | -40.5% | +3.4% | -43.9% | -41.3% |
| 3M | -24.3% | +23.8% | -48.2% | -34.9% |
| 6M | -39.3% | +49.0% | -88.3% | -55.6% |
| YTD | +99.4% | +29.4% | +70.0% | +61.3% |
| 1Y | +26.6% | +19.4% | +7.2% | +9.6% |
| 3Y | +1,616.9% | +66.2% | +1,550.8% | +930.0% |
| All | +387.2% | +15.4% | +371.8% | +330.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling