+360.5%
BE vs MKTX
-8.5%
+369.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.4% |
| 7D | +20.0% | +0.4% | +19.6% | +19.9% |
| 30D | +7.9% | +1.1% | +6.8% | +7.8% |
| 3M | -13.2% | +36.1% | -49.3% | -10.2% |
| 6M | +53.5% | -12.9% | +66.3% | +11.6% |
| YTD | +191.0% | -8.5% | +199.5% | +122.6% |
| 1Y | +360.5% | -7.5% | +368.1% | +246.6% |
| All | +360.5% | -8.5% | +369.0% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling