+707.7%
BE vs IT
+38.6%
+669.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +20.5% | -3.7% | +24.2% | +22.1% |
| 30D | -23.4% | -3.1% | -20.2% | -23.8% |
| 3M | -14.9% | +6.3% | -21.2% | -19.8% |
| 6M | -28.1% | +24.8% | -52.8% | -41.7% |
| YTD | +132.4% | -24.4% | +156.8% | +138.0% |
| 1Y | +59.4% | -17.1% | +76.4% | +51.7% |
| 3Y | +1,815.8% | -53.6% | +1,869.5% | +2,390.5% |
| 5Y | +491.3% | -42.5% | +533.8% | +526.5% |
| All | +707.7% | +38.6% | +669.1% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling