+59.4%
BE vs F
-6.3%
+65.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.3% |
| 7D | +20.5% | -3.9% | +24.4% | +22.7% |
| 30D | -23.4% | -0.5% | -22.9% | -23.4% |
| 3M | -14.9% | -12.9% | -1.9% | -10.1% |
| 6M | -28.1% | +1.5% | -29.6% | -33.7% |
| YTD | +132.4% | -5.0% | +137.4% | +104.1% |
| 1Y | +59.4% | -7.3% | +66.7% | +46.5% |
| All | +59.4% | -6.3% | +65.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling