+1,574.6%
BE vs F
+45.7%
+1,529.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.6% |
| 7D | +20.0% | +5.3% | +14.6% | +17.1% |
| 30D | +7.9% | +4.6% | +3.3% | +5.3% |
| 3M | -13.2% | -3.7% | -9.6% | -12.1% |
| 6M | +53.5% | +16.8% | +36.6% | +38.7% |
| YTD | +191.0% | +15.3% | +175.7% | +163.3% |
| 1Y | +360.5% | +31.0% | +329.5% | +292.1% |
| All | +1,574.6% | +45.7% | +1,529.0% | +1,120.6% |
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 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