+911.5%
BE vs F
+113.3%
+798.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.4% |
| 7D | +20.0% | +5.3% | +14.6% | +15.9% |
| 30D | +7.9% | +4.6% | +3.3% | +4.2% |
| 3M | -13.2% | -3.7% | -9.6% | -11.8% |
| 6M | +53.5% | +16.8% | +36.6% | +34.0% |
| YTD | +191.0% | +15.3% | +175.7% | +154.8% |
| 1Y | +360.5% | +31.0% | +329.5% | +268.3% |
| 3Y | +1,568.0% | +45.4% | +1,522.6% | +1,049.1% |
| 5Y | +1,055.2% | +54.7% | +1,000.5% | +608.0% |
| All | +911.5% | +113.3% | +798.2% | +335.3% |
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