+641.7%
BE vs M
-10.1%
+651.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -13.4% | +5.0% | -18.4% | -14.9% |
| 30D | -33.9% | +10.6% | -44.5% | -36.6% |
| 3M | -12.0% | +1.6% | -13.6% | -13.1% |
| 6M | -29.0% | +30.8% | -59.8% | -36.9% |
| YTD | +113.4% | +16.9% | +96.5% | +96.8% |
| 1Y | +33.2% | +26.3% | +6.9% | +19.0% |
| 3Y | +1,659.2% | +158.6% | +1,500.6% | +1,019.4% |
| 5Y | +461.4% | +2.1% | +459.3% | +373.8% |
| All | +641.7% | -10.1% | +651.8% | +400.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling