+620.2%
BE vs FIG
-74.1%
+694.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -3.1% |
| 7D | +23.9% | -14.5% | +38.4% | +22.8% |
| 30D | +27.8% | -13.3% | +41.2% | +27.1% |
| 3M | +3.7% | +7.4% | -3.7% | +4.8% |
| 6M | +78.0% | -27.8% | +105.7% | +89.6% |
| YTD | +209.9% | -41.1% | +251.0% | +248.9% |
| 1Y | +389.6% | -58.7% | +448.3% | +494.4% |
| All | +620.2% | -74.1% | +694.3% | +885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling