+593.0%
BE vs P
+326.8%
+266.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.4% | -0.1% | -5.4% |
| 7D | -14.7% | -23.8% | +9.1% | +0.7% |
| 30D | -40.5% | -36.6% | -3.9% | -21.2% |
| 3M | -24.3% | +10.9% | -35.2% | -30.9% |
| 6M | -39.3% | +30.0% | -69.3% | -49.9% |
| YTD | +99.4% | +44.4% | +55.0% | +53.2% |
| 1Y | +26.6% | +3.9% | +22.7% | +16.2% |
| 3Y | +1,616.9% | +176.6% | +1,440.4% | +642.9% |
| 5Y | +441.4% | +249.3% | +192.1% | +90.9% |
| All | +593.0% | +326.8% | +266.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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