+695.0%
BE vs COMP
-51.7%
+746.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.7% | +10.3% | +12.1% |
| 7D | +4.5% | +2.2% | +2.3% | +4.3% |
| 30D | -20.1% | +16.3% | -36.5% | -23.9% |
| 3M | -0.8% | -19.1% | +18.3% | +5.1% |
| 6M | -26.2% | +17.1% | -43.3% | -30.4% |
| YTD | +141.1% | -2.9% | +144.0% | +134.2% |
| 1Y | +64.8% | +8.8% | +56.0% | +54.4% |
| 3Y | +1,887.4% | +423.5% | +1,463.9% | +870.0% |
| 5Y | +518.1% | -10.5% | +528.6% | +435.0% |
| All | +695.0% | -51.7% | +746.7% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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