+707.7%
BE vs F
+75.7%
+632.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -1.7% |
| 7D | +20.5% | -3.9% | +24.4% | +23.9% |
| 30D | -23.4% | -0.5% | -22.9% | -23.4% |
| 3M | -14.9% | -12.9% | -1.9% | -7.4% |
| 6M | -28.1% | +1.5% | -29.6% | -31.5% |
| YTD | +132.4% | -5.0% | +137.4% | +130.5% |
| 1Y | +59.4% | -7.3% | +66.7% | +61.6% |
| 3Y | +1,815.8% | +45.3% | +1,770.6% | +1,196.3% |
| 5Y | +491.3% | -15.8% | +507.1% | +472.8% |
| All | +707.7% | +75.7% | +632.0% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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