+1,008.9%
BE vs BR
+64.7%
+944.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +11.2% |
| 7D | +29.8% | -5.9% | +35.7% | +34.5% |
| 30D | +26.4% | +1.9% | +24.5% | +23.5% |
| 3M | +9.3% | +14.7% | -5.3% | -4.8% |
| 6M | +105.1% | -12.8% | +117.8% | +116.1% |
| YTD | +219.0% | -23.0% | +242.1% | +264.3% |
| 1Y | +418.8% | -31.7% | +450.4% | +551.8% |
| 3Y | +1,784.6% | -4.8% | +1,789.3% | +1,646.1% |
| 5Y | +1,251.0% | +7.8% | +1,243.1% | +1,013.6% |
| All | +1,008.9% | +64.7% | +944.2% | +480.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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