+911.5%
BE vs BG
+124.7%
+786.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.5% | +8.0% |
| 7D | +20.0% | +2.8% | +17.2% | +17.9% |
| 30D | +7.9% | +12.0% | -4.1% | +0.6% |
| 3M | -13.2% | -7.7% | -5.5% | -11.0% |
| 6M | +53.5% | +4.5% | +49.0% | +44.0% |
| YTD | +191.0% | +35.7% | +155.3% | +134.2% |
| 1Y | +360.5% | +50.1% | +310.4% | +241.0% |
| 3Y | +1,568.0% | +12.6% | +1,555.4% | +1,331.6% |
| 5Y | +1,055.2% | +75.4% | +979.8% | +538.7% |
| All | +911.5% | +124.7% | +786.8% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling