+526.2%
BE vs COMP
-21.6%
+547.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -8.6% |
| 7D | -12.1% | +9.5% | -21.6% | -14.7% |
| 30D | -30.1% | +8.1% | -38.2% | -32.2% |
| 3M | -12.1% | -16.3% | +4.2% | -8.3% |
| 6M | -30.6% | +42.2% | -72.8% | -39.0% |
| YTD | +130.6% | -5.0% | +135.7% | +124.9% |
| 1Y | +55.3% | +20.1% | +35.2% | +40.7% |
| 3Y | +1,755.6% | +358.4% | +1,397.1% | +859.3% |
| All | +526.2% | -21.6% | +547.8% | +478.4% |
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