+1,251.0%
BE vs DIA
+64.1%
+1,186.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.8% | +12.0% |
| 7D | +29.8% | +0.1% | +29.7% | +29.4% |
| 30D | +26.4% | -2.1% | +28.5% | +31.8% |
| 3M | +9.3% | +4.2% | +5.2% | +1.3% |
| 6M | +105.1% | +11.9% | +93.2% | +65.7% |
| YTD | +219.0% | +10.8% | +208.2% | +163.7% |
| 1Y | +418.8% | +17.5% | +401.2% | +289.3% |
| 3Y | +1,784.6% | +59.9% | +1,724.6% | +653.1% |
| 5Y | +1,251.0% | +64.1% | +1,186.8% | +470.0% |
| All | +1,251.0% | +64.1% | +1,186.9% | +470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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