+675.5%
BE vs B
+328.0%
+347.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.7% | +9.8% |
| 7D | -1.2% | +11.3% | -12.5% | -6.8% |
| 30D | -30.9% | +2.9% | -33.8% | -31.9% |
| 3M | -11.6% | -2.9% | -8.8% | -10.6% |
| 6M | -25.7% | -1.2% | -24.5% | -25.3% |
| YTD | +123.1% | -1.3% | +124.5% | +123.9% |
| 1Y | +43.4% | +30.4% | +13.0% | +27.3% |
| 3Y | +1,683.6% | +195.3% | +1,488.4% | +1,004.1% |
| 5Y | +465.4% | +146.2% | +319.2% | +266.7% |
| All | +675.5% | +328.0% | +347.5% | +429.9% |
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