+737.9%
BE vs F
+80.9%
+657.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.1% |
| 7D | +4.5% | -2.1% | +6.7% | +6.2% |
| 30D | -20.1% | +3.3% | -23.5% | -22.2% |
| 3M | -0.8% | -11.3% | +10.5% | +6.4% |
| 6M | -26.2% | +5.3% | -31.5% | -31.5% |
| YTD | +141.1% | -2.2% | +143.3% | +134.4% |
| 1Y | +64.8% | -3.5% | +68.4% | +62.5% |
| 3Y | +1,887.4% | +49.5% | +1,837.9% | +1,218.2% |
| 5Y | +518.1% | -13.5% | +531.6% | +488.1% |
| All | +737.9% | +80.9% | +657.0% | +300.6% |
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