+675.5%
BE vs D
+38.2%
+637.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -30.9% | +10.7% | -41.6% | -33.4% |
| 3M | -11.6% | +2.3% | -13.9% | -12.6% |
| 6M | -25.7% | +12.5% | -38.2% | -29.3% |
| YTD | +123.1% | +20.1% | +103.0% | +106.6% |
| 1Y | +43.4% | +15.6% | +27.8% | +34.2% |
| 3Y | +1,683.6% | +75.2% | +1,608.5% | +1,312.7% |
| 5Y | +465.4% | +14.6% | +450.8% | +407.3% |
| All | +675.5% | +38.2% | +637.4% | +628.5% |
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