+85.4%
BE vs IT
-15.8%
+101.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.5% |
| 7D | +10.8% | +1.1% | +9.7% | +11.3% |
| 30D | -19.8% | -1.8% | -17.9% | -19.7% |
| 3M | -18.7% | +4.8% | -23.6% | -14.2% |
| 6M | -33.7% | +33.0% | -66.8% | -10.9% |
| YTD | +121.0% | -23.8% | +144.8% | +112.3% |
| 1Y | +85.4% | -16.5% | +101.9% | +90.1% |
| All | +85.4% | -15.8% | +101.2% | +90.1% |
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