+641.7%
BE vs D
+38.4%
+603.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -13.4% | +2.4% | -15.7% | -14.1% |
| 30D | -33.9% | +10.9% | -44.8% | -36.3% |
| 3M | -12.0% | +2.8% | -14.8% | -13.1% |
| 6M | -29.0% | +12.7% | -41.7% | -32.4% |
| YTD | +113.4% | +20.3% | +93.1% | +97.5% |
| 1Y | +33.2% | +17.1% | +16.1% | +24.1% |
| 3Y | +1,659.2% | +75.1% | +1,584.1% | +1,293.5% |
| 5Y | +461.4% | +13.1% | +448.2% | +405.4% |
| All | +641.7% | +38.4% | +603.2% | +596.3% |
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