+387.2%
BE vs COMP
-17.6%
+404.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.2% | -14.0% |
| 7D | -14.7% | +13.4% | -28.2% | -18.2% |
| 30D | -40.5% | +11.1% | -51.6% | -42.8% |
| 3M | -24.3% | -18.8% | -5.5% | -20.4% |
| 6M | -39.3% | +10.5% | -49.8% | -41.9% |
| YTD | +99.4% | -3.4% | +102.8% | +93.3% |
| 1Y | +26.6% | +19.7% | +6.9% | +14.6% |
| 3Y | +1,616.9% | +381.6% | +1,235.3% | +772.9% |
| All | +387.2% | -17.6% | +404.8% | +347.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling