+1,251.0%
BE vs ON
+57.7%
+1,193.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.4% | +14.1% | +12.1% |
| 7D | +29.8% | -2.2% | +31.9% | +31.1% |
| 30D | +26.4% | -12.4% | +38.8% | +36.1% |
| 3M | +9.3% | -41.2% | +50.5% | +47.9% |
| 6M | +105.1% | +25.0% | +80.1% | +88.8% |
| YTD | +219.0% | +31.3% | +187.8% | +185.8% |
| 1Y | +418.8% | +45.4% | +373.3% | +340.2% |
| 3Y | +1,784.6% | -27.4% | +1,812.0% | +1,987.8% |
| 5Y | +1,251.0% | +58.5% | +1,192.5% | +833.5% |
| All | +1,251.0% | +57.7% | +1,193.3% | +833.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling