+668.0%
BE vs B
+280.6%
+387.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.6% |
| 7D | +10.8% | -7.3% | +18.1% | +15.2% |
| 30D | -19.8% | -3.3% | -16.4% | -18.7% |
| 3M | -18.7% | -7.8% | -11.0% | -15.8% |
| 6M | -33.7% | -15.5% | -18.2% | -28.2% |
| YTD | +121.0% | -12.3% | +133.2% | +134.8% |
| 1Y | +85.4% | +5.4% | +80.0% | +81.8% |
| 3Y | +1,709.5% | +165.5% | +1,544.0% | +1,080.9% |
| 5Y | +462.2% | +107.0% | +355.2% | +293.9% |
| All | +668.0% | +280.6% | +387.3% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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