+641.7%
BE vs B
+301.9%
+339.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -1.3% |
| 7D | -13.4% | +7.1% | -20.5% | -16.6% |
| 30D | -33.9% | -3.3% | -30.6% | -32.8% |
| 3M | -12.0% | -2.5% | -9.4% | -11.1% |
| 6M | -29.0% | -7.2% | -21.7% | -26.3% |
| YTD | +113.4% | -7.4% | +120.8% | +120.9% |
| 1Y | +33.2% | +16.4% | +16.7% | +24.8% |
| 3Y | +1,659.2% | +178.7% | +1,480.5% | +1,021.0% |
| 5Y | +461.4% | +121.7% | +339.7% | +281.3% |
| All | +641.7% | +301.9% | +339.8% | +422.8% |
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