+447.1%
BE vs IT
-42.9%
+490.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -13.4% | -7.5% | -5.9% | -12.9% |
| 30D | -33.9% | -1.2% | -32.7% | -34.3% |
| 3M | -12.0% | -2.2% | -9.8% | -12.9% |
| 6M | -29.0% | +19.1% | -48.0% | -32.8% |
| YTD | +113.4% | -25.1% | +138.5% | +137.1% |
| 1Y | +33.2% | -17.4% | +50.5% | +39.1% |
| 3Y | +1,659.2% | -54.1% | +1,713.3% | +2,278.4% |
| All | +447.1% | -42.9% | +490.0% | +431.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling