+1,709.5%
BE vs F
+45.8%
+1,663.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | -3.1% | +13.9% | +12.5% |
| 30D | -19.8% | 0.0% | -19.8% | -20.0% |
| 3M | -18.7% | -13.2% | -5.5% | -13.7% |
| 6M | -33.7% | -10.2% | -23.5% | -31.8% |
| YTD | +121.0% | -4.9% | +125.9% | +118.5% |
| 1Y | +85.4% | -6.1% | +91.5% | +84.9% |
| 3Y | +1,709.5% | +46.0% | +1,663.6% | +979.4% |
| All | +1,709.5% | +45.8% | +1,663.7% | +979.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling