+532.2%
BE vs BG
+21.9%
+510.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.4% |
| 7D | +10.8% | +2.6% | +8.2% | +10.2% |
| 30D | -19.8% | -6.7% | -13.1% | -18.4% |
| 3M | -18.7% | -9.3% | -9.5% | -17.0% |
| 6M | -33.7% | -18.3% | -15.4% | -30.8% |
| YTD | +121.0% | +16.2% | +104.8% | +103.9% |
| 1Y | +85.4% | +7.6% | +77.8% | +75.0% |
| 3Y | +1,709.5% | +6.6% | +1,703.0% | +1,582.0% |
| All | +532.2% | +21.9% | +510.3% | +378.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling