+1,709.5%
BE vs M
+158.0%
+1,551.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.4% |
| 7D | +10.8% | +7.0% | +3.8% | +8.4% |
| 30D | -19.8% | +8.9% | -28.7% | -22.2% |
| 3M | -18.7% | +4.5% | -23.2% | -20.3% |
| 6M | -33.7% | +36.2% | -69.9% | -41.3% |
| YTD | +121.0% | +15.1% | +105.8% | +105.7% |
| 1Y | +85.4% | +27.4% | +58.0% | +66.0% |
| 3Y | +1,709.5% | +160.1% | +1,549.4% | +1,141.7% |
| All | +1,709.5% | +158.0% | +1,551.5% | +1,141.7% |
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