+934.0%
BE vs IT
+23.9%
+910.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | +9.7% | -12.7% | +22.4% | +14.9% |
| 30D | +22.4% | -8.9% | +31.3% | +25.2% |
| 3M | +10.4% | +10.1% | +0.2% | -1.6% |
| 6M | +67.9% | +7.3% | +60.6% | +44.8% |
| YTD | +197.5% | -32.4% | +229.9% | +226.2% |
| 1Y | +310.6% | -26.6% | +337.2% | +317.9% |
| 3Y | +1,657.2% | -51.8% | +1,709.1% | +2,001.5% |
| 5Y | +1,218.2% | -45.6% | +1,263.8% | +1,316.9% |
| All | +934.0% | +23.9% | +910.0% | +275.2% |
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