+1,132.3%
BE vs A
-11.9%
+1,144.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.9% |
| 7D | +20.0% | -1.9% | +21.9% | +21.5% |
| 30D | +7.9% | +6.9% | +1.0% | +2.2% |
| 3M | -13.2% | +9.2% | -22.4% | -19.5% |
| 6M | +53.5% | +25.7% | +27.8% | +25.0% |
| YTD | +191.0% | +11.5% | +179.5% | +159.3% |
| 1Y | +360.5% | +18.4% | +342.2% | +289.8% |
| 3Y | +1,568.0% | +26.6% | +1,541.4% | +1,152.4% |
| All | +1,132.3% | -11.9% | +1,144.2% | +1,216.0% |
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