+1,076.1%
BE vs COMP
-31.2%
+1,107.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.8% | +7.2% |
| 7D | +20.0% | +1.4% | +18.6% | +19.5% |
| 30D | +7.9% | -13.3% | +21.2% | +12.5% |
| 3M | -13.2% | +41.1% | -54.3% | -21.9% |
| 6M | +53.5% | +17.2% | +36.3% | +42.8% |
| YTD | +191.0% | +5.2% | +185.8% | +177.3% |
| 1Y | +360.5% | +18.9% | +341.6% | +315.5% |
| 3Y | +1,568.0% | +215.9% | +1,352.1% | +868.1% |
| All | +1,076.1% | -31.2% | +1,107.3% | +1,328.5% |
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