+55.3%
BE vs IT
-17.9%
+73.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -5.5% |
| 7D | -12.1% | -5.5% | -6.7% | -14.0% |
| 30D | -30.1% | +10.3% | -40.4% | -24.6% |
| 3M | -12.1% | +11.5% | -23.7% | -3.2% |
| 6M | -30.6% | +40.3% | -70.8% | -4.0% |
| YTD | +130.6% | -17.9% | +148.5% | +153.2% |
| 1Y | +55.3% | -8.8% | +64.1% | +69.1% |
| All | +55.3% | -17.9% | +73.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling