+1,008.9%
BE vs M
-20.2%
+1,029.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.2% | +10.6% |
| 7D | +29.8% | +2.4% | +27.4% | +28.6% |
| 30D | +26.4% | -11.6% | +38.0% | +32.0% |
| 3M | +9.3% | +1.6% | +7.7% | +7.5% |
| 6M | +105.1% | +25.2% | +79.8% | +85.9% |
| YTD | +219.0% | +3.8% | +215.3% | +209.2% |
| 1Y | +418.8% | +36.3% | +382.4% | +352.4% |
| 3Y | +1,784.6% | +116.3% | +1,668.2% | +1,186.9% |
| 5Y | +1,251.0% | +28.2% | +1,222.8% | +939.4% |
| All | +1,008.9% | -20.2% | +1,029.1% | +685.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling