-39.3%
BE vs B
+1.5%
-40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.1% | -14.6% | -14.4% |
| 7D | -14.7% | +9.6% | -24.3% | -21.6% |
| 30D | -40.5% | +3.5% | -44.0% | -42.1% |
| 3M | -24.3% | -1.6% | -22.8% | -24.8% |
| 6M | -39.3% | -1.7% | -37.6% | -40.9% |
| All | -39.3% | +1.5% | -40.8% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling