+911.5%
BE vs B
+353.1%
+558.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.4% |
| 7D | +20.0% | -1.6% | +21.6% | +20.8% |
| 30D | +7.9% | +9.4% | -1.5% | +2.6% |
| 3M | -13.2% | +5.0% | -18.2% | -15.5% |
| 6M | +53.5% | -3.5% | +57.0% | +54.8% |
| YTD | +191.0% | +4.5% | +186.6% | +183.9% |
| 1Y | +360.5% | +67.8% | +292.7% | +266.0% |
| 3Y | +1,568.0% | +196.7% | +1,371.3% | +922.3% |
| 5Y | +1,055.2% | +151.9% | +903.3% | +635.5% |
| All | +911.5% | +353.1% | +558.3% | +571.7% |
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