+1,726.2%
BE vs BG
+18.0%
+1,708.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +7.0% |
| 7D | +9.0% | +3.1% | +5.9% | +8.5% |
| 30D | +16.3% | +10.2% | +6.0% | +14.3% |
| 3M | +10.8% | -1.7% | +12.5% | +11.6% |
| 6M | +73.2% | +1.0% | +72.2% | +72.5% |
| YTD | +217.4% | +39.9% | +177.4% | +189.6% |
| 1Y | +309.8% | +53.2% | +256.6% | +263.0% |
| 3Y | +1,726.2% | +16.3% | +1,709.9% | +1,634.8% |
| All | +1,726.2% | +18.0% | +1,708.2% | +1,634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling