+55.3%
BE vs M
+36.6%
+18.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.6% | -14.0% | -8.4% |
| 7D | -12.1% | +8.3% | -20.4% | -14.2% |
| 30D | -30.1% | +14.2% | -44.3% | -33.1% |
| 3M | -12.1% | -1.1% | -11.0% | -12.0% |
| 6M | -30.6% | +36.6% | -67.2% | -40.1% |
| YTD | +130.6% | +19.8% | +110.8% | +102.3% |
| 1Y | +55.3% | +37.2% | +18.1% | +23.4% |
| All | +55.3% | +36.6% | +18.7% | +23.4% |
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