+593.0%
BE vs M
-17.3%
+610.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +5.1% |
| 7D | -14.7% | -4.3% | -10.5% | -13.5% |
| 30D | -40.5% | +1.3% | -41.8% | -41.1% |
| 3M | -24.3% | -7.4% | -17.0% | -22.8% |
| 6M | -39.3% | +18.3% | -57.7% | -44.1% |
| YTD | +99.4% | +7.6% | +91.8% | +89.4% |
| 1Y | +26.6% | +17.4% | +9.2% | +16.0% |
| 3Y | +1,616.9% | +108.4% | +1,508.6% | +1,080.7% |
| 5Y | +441.4% | -10.6% | +452.0% | +379.2% |
| All | +593.0% | -17.3% | +610.2% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling