+532.2%
BE vs D
+13.1%
+519.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +10.8% | -1.4% | +12.2% | +11.3% |
| 30D | -19.8% | +7.7% | -27.5% | -22.4% |
| 3M | -18.7% | -0.3% | -18.4% | -19.0% |
| 6M | -33.7% | +10.1% | -43.8% | -37.1% |
| YTD | +121.0% | +19.1% | +101.9% | +100.8% |
| 1Y | +85.4% | +15.9% | +69.5% | +69.9% |
| 3Y | +1,709.5% | +75.0% | +1,634.5% | +1,179.4% |
| All | +532.2% | +13.1% | +519.1% | +465.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling