+1,008.9%
BE vs C
+154.0%
+854.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +10.3% |
| 7D | +29.8% | +3.2% | +26.6% | +26.3% |
| 30D | +26.4% | +1.3% | +25.1% | +25.2% |
| 3M | +9.3% | +3.1% | +6.2% | +8.2% |
| 6M | +105.1% | +29.6% | +75.4% | +67.2% |
| YTD | +219.0% | +19.0% | +200.1% | +180.1% |
| 1Y | +418.8% | +45.6% | +373.1% | +286.5% |
| 3Y | +1,784.6% | +269.3% | +1,515.3% | +534.8% |
| 5Y | +1,251.0% | +131.6% | +1,119.4% | +564.1% |
| All | +1,008.9% | +154.0% | +854.9% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded C 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling