+911.5%
BE vs M
-18.1%
+929.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +6.4% |
| 7D | +20.0% | +4.7% | +15.2% | +18.0% |
| 30D | +7.9% | -9.6% | +17.6% | +11.9% |
| 3M | -13.2% | +0.9% | -14.1% | -14.2% |
| 6M | +53.5% | +22.3% | +31.2% | +40.9% |
| YTD | +191.0% | +6.5% | +184.5% | +179.5% |
| 1Y | +360.5% | +38.8% | +321.7% | +299.5% |
| 3Y | +1,568.0% | +115.9% | +1,452.1% | +1,041.0% |
| 5Y | +1,055.2% | +28.6% | +1,026.6% | +788.7% |
| All | +911.5% | -18.1% | +929.6% | +610.1% |
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