+1,008.9%
BE vs B
+346.6%
+662.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.5% | +11.1% | +10.3% |
| 7D | +29.8% | +2.3% | +27.4% | +28.2% |
| 30D | +26.4% | +1.4% | +25.0% | +25.0% |
| 3M | +9.3% | +12.2% | -2.9% | +3.0% |
| 6M | +105.1% | -2.1% | +107.2% | +105.3% |
| YTD | +219.0% | +2.9% | +216.1% | +213.2% |
| 1Y | +418.8% | +55.3% | +363.4% | +326.3% |
| 3Y | +1,784.6% | +198.7% | +1,585.9% | +1,052.7% |
| 5Y | +1,251.0% | +153.8% | +1,097.2% | +759.0% |
| All | +1,008.9% | +346.6% | +662.3% | +641.1% |
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