+1,218.2%
BE vs AU
+673.1%
+545.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.5% |
| 7D | +9.7% | -7.0% | +16.7% | +12.5% |
| 30D | +22.4% | +7.3% | +15.1% | +18.5% |
| 3M | +10.4% | +33.2% | -22.9% | -1.9% |
| 6M | +67.9% | -0.6% | +68.5% | +63.7% |
| YTD | +197.5% | +26.2% | +171.3% | +166.1% |
| 1Y | +310.6% | +68.3% | +242.3% | +234.2% |
| 3Y | +1,657.2% | +592.1% | +1,065.1% | +701.3% |
| 5Y | +1,218.2% | +685.3% | +532.9% | +466.1% |
| All | +1,218.2% | +673.1% | +545.0% | +466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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