+641.7%
BE vs C
+128.4%
+513.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | -13.4% | -0.4% | -13.0% | -12.5% |
| 30D | -33.9% | -5.2% | -28.7% | -30.2% |
| 3M | -12.0% | -9.1% | -2.9% | -3.2% |
| 6M | -29.0% | -1.6% | -27.4% | -25.9% |
| YTD | +113.4% | +6.9% | +106.4% | +107.7% |
| 1Y | +33.2% | +23.0% | +10.2% | +15.9% |
| 3Y | +1,659.2% | +216.1% | +1,443.1% | +582.6% |
| 5Y | +461.4% | +112.2% | +349.1% | +202.0% |
| All | +641.7% | +128.4% | +513.3% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling