+641.7%
BE vs ALB
+17.3%
+624.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.1% | -2.1% |
| 7D | -13.4% | +5.3% | -18.6% | -16.3% |
| 30D | -33.9% | -6.3% | -27.6% | -32.0% |
| 3M | -12.0% | -27.4% | +15.4% | +2.8% |
| 6M | -29.0% | -53.1% | +24.1% | +5.9% |
| YTD | +113.4% | -32.3% | +145.7% | +156.3% |
| 1Y | +33.2% | -7.3% | +40.5% | +33.1% |
| 3Y | +1,659.2% | -14.9% | +1,674.1% | +1,488.2% |
| 5Y | +461.4% | -62.0% | +523.4% | +709.5% |
| All | +641.7% | +17.3% | +624.4% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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