+668.0%
BE vs AR
+83.3%
+584.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | +10.8% | +7.4% | +3.5% | +9.0% |
| 30D | -19.8% | +5.8% | -25.5% | -21.0% |
| 3M | -18.7% | +5.2% | -23.9% | -20.2% |
| 6M | -33.7% | +5.4% | -39.2% | -35.6% |
| YTD | +121.0% | +12.4% | +108.5% | +108.6% |
| 1Y | +85.4% | +12.8% | +72.6% | +74.9% |
| 3Y | +1,709.5% | +47.2% | +1,662.3% | +1,494.3% |
| 5Y | +462.2% | +101.1% | +361.1% | +351.9% |
| All | +668.0% | +83.3% | +584.6% | +511.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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