+557.5%
BE vs COMP
-52.0%
+609.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.7% | -7.3% | +0.2% |
| 7D | -14.7% | +13.4% | -28.2% | -18.0% |
| 30D | -40.5% | +11.1% | -51.6% | -42.7% |
| 3M | -24.3% | -18.8% | -5.5% | -20.0% |
| 6M | -39.3% | +10.5% | -49.8% | -41.8% |
| YTD | +99.4% | -3.4% | +102.8% | +93.6% |
| 1Y | +26.6% | +19.7% | +6.9% | +14.6% |
| 3Y | +1,616.9% | +381.6% | +1,235.3% | +756.8% |
| 5Y | +441.4% | -17.6% | +459.0% | +385.7% |
| All | +557.5% | -52.0% | +609.4% | +609.8% |
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