+360.5%
BE vs M
+46.1%
+314.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +6.3% |
| 7D | +20.0% | +4.7% | +15.2% | +17.9% |
| 30D | +7.9% | -9.6% | +17.6% | +12.1% |
| 3M | -13.2% | +0.9% | -14.1% | -15.0% |
| 6M | +53.5% | +22.3% | +31.2% | +36.9% |
| YTD | +191.0% | +6.5% | +184.5% | +169.4% |
| 1Y | +360.5% | +38.8% | +321.7% | +264.6% |
| All | +360.5% | +46.1% | +314.4% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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