+641.7%
BE vs ALL
+239.3%
+402.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.5% |
| 7D | -13.4% | -0.1% | -13.2% | -13.5% |
| 30D | -33.9% | +13.8% | -47.7% | -37.9% |
| 3M | -12.0% | -2.8% | -9.2% | -12.0% |
| 6M | -29.0% | +23.7% | -52.6% | -39.3% |
| YTD | +113.4% | +27.3% | +86.1% | +75.2% |
| 1Y | +33.2% | +30.5% | +2.6% | +7.1% |
| 3Y | +1,659.2% | +113.0% | +1,546.2% | +865.2% |
| 5Y | +461.4% | +157.6% | +303.8% | +155.6% |
| All | +641.7% | +239.3% | +402.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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