+701.6%
BE vs F
+84.8%
+616.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -8.3% |
| 7D | -12.1% | +6.0% | -18.2% | -16.0% |
| 30D | -30.1% | +4.3% | -34.4% | -32.4% |
| 3M | -12.1% | -10.1% | -2.1% | -6.8% |
| 6M | -30.6% | +12.8% | -43.3% | -38.9% |
| YTD | +130.6% | -0.1% | +130.7% | +120.7% |
| 1Y | +55.3% | +3.7% | +51.6% | +45.3% |
| 3Y | +1,755.6% | +42.7% | +1,712.9% | +1,172.7% |
| 5Y | +564.5% | -11.0% | +575.5% | +520.1% |
| All | +701.6% | +84.8% | +616.8% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling