+911.5%
BE vs IT
+35.4%
+876.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.6% | +12.0% | +9.1% |
| 7D | +20.0% | -6.0% | +26.0% | +22.6% |
| 30D | +7.9% | 0.0% | +7.9% | +6.8% |
| 3M | -13.2% | +13.1% | -26.3% | -22.3% |
| 6M | +53.5% | +11.7% | +41.8% | +32.1% |
| YTD | +191.0% | -26.1% | +217.1% | +209.8% |
| 1Y | +360.5% | -21.3% | +381.8% | +357.6% |
| 3Y | +1,568.0% | -46.7% | +1,614.8% | +1,815.9% |
| 5Y | +1,055.2% | -40.5% | +1,095.7% | +1,104.5% |
| All | +911.5% | +35.4% | +876.1% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling