+707.7%
BE vs D
+36.7%
+671.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | +20.5% | -3.1% | +23.6% | +21.6% |
| 30D | -23.4% | +8.4% | -31.7% | -25.6% |
| 3M | -14.9% | +0.2% | -15.1% | -15.3% |
| 6M | -28.1% | +9.5% | -37.5% | -30.9% |
| YTD | +132.4% | +18.8% | +113.6% | +115.9% |
| 1Y | +59.4% | +14.7% | +44.6% | +49.5% |
| 3Y | +1,815.8% | +72.9% | +1,742.9% | +1,423.0% |
| 5Y | +491.3% | +13.1% | +478.2% | +432.5% |
| All | +707.7% | +36.7% | +671.0% | +661.0% |
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