+737.9%
BE vs D
+37.8%
+700.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.5% | +13.4% | +13.1% |
| 7D | +4.5% | -2.4% | +6.9% | +5.2% |
| 30D | -20.1% | +9.0% | -29.1% | -22.6% |
| 3M | -0.8% | +1.0% | -1.8% | -1.5% |
| 6M | -26.2% | +11.0% | -37.2% | -29.4% |
| YTD | +141.1% | +19.8% | +121.3% | +123.4% |
| 1Y | +64.8% | +16.0% | +48.9% | +54.1% |
| 3Y | +1,887.4% | +74.4% | +1,813.0% | +1,476.1% |
| 5Y | +518.1% | +13.5% | +504.5% | +456.0% |
| All | +737.9% | +37.8% | +700.1% | +687.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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