+593.0%
BE vs B
+310.7%
+282.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | -14.7% | +9.6% | -24.3% | -19.1% |
| 30D | -40.5% | +3.5% | -44.0% | -41.7% |
| 3M | -24.3% | -1.6% | -22.8% | -24.3% |
| 6M | -39.3% | -1.7% | -37.6% | -38.9% |
| YTD | +99.4% | -5.3% | +104.7% | +103.9% |
| 1Y | +26.6% | +27.2% | -0.6% | +13.7% |
| 3Y | +1,616.9% | +166.1% | +1,450.8% | +1,009.8% |
| 5Y | +441.4% | +136.5% | +304.9% | +257.5% |
| All | +593.0% | +310.7% | +282.2% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling