+593.0%
BE vs F
+81.5%
+511.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.9% |
| 7D | -14.7% | +1.6% | -16.3% | -15.9% |
| 30D | -40.5% | +2.6% | -43.2% | -41.8% |
| 3M | -24.3% | -8.8% | -15.5% | -20.4% |
| 6M | -39.3% | +4.6% | -43.9% | -43.5% |
| YTD | +99.4% | -1.9% | +101.3% | +93.4% |
| 1Y | +26.6% | -0.8% | +27.3% | +22.1% |
| 3Y | +1,616.9% | +43.5% | +1,573.5% | +1,071.0% |
| 5Y | +441.4% | -12.1% | +453.4% | +409.8% |
| All | +593.0% | +81.5% | +511.5% | +230.4% |
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