+1,874.3%
BE vs M
+159.6%
+1,714.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.9% | +13.9% | +13.3% |
| 7D | +4.5% | -3.3% | +7.8% | +5.9% |
| 30D | -20.1% | +8.1% | -28.2% | -22.4% |
| 3M | -0.8% | +2.2% | -3.0% | -2.2% |
| 6M | -26.2% | +35.1% | -61.3% | -34.5% |
| YTD | +141.1% | +15.8% | +125.2% | +124.0% |
| 1Y | +64.8% | +25.8% | +39.0% | +48.6% |
| All | +1,874.3% | +159.6% | +1,714.7% | +1,252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling