+668.0%
BE vs IT
+39.6%
+628.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.2% |
| 7D | +10.8% | +1.1% | +9.7% | +10.5% |
| 30D | -19.8% | -1.8% | -17.9% | -20.7% |
| 3M | -18.7% | +4.8% | -23.6% | -23.0% |
| 6M | -33.7% | +33.0% | -66.8% | -48.0% |
| YTD | +121.0% | -23.8% | +144.8% | +125.7% |
| 1Y | +85.4% | -16.5% | +101.9% | +76.1% |
| 3Y | +1,709.5% | -53.6% | +1,763.2% | +2,261.0% |
| 5Y | +462.2% | -42.1% | +504.3% | +494.2% |
| All | +668.0% | +39.6% | +628.4% | +159.6% |
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