+911.5%
BE vs P
+339.0%
+572.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +6.0% | +6.5% |
| 7D | +20.0% | +6.5% | +13.4% | +15.7% |
| 30D | +7.9% | +18.8% | -10.9% | -5.2% |
| 3M | -13.2% | +26.7% | -40.0% | -24.9% |
| 6M | +53.5% | +62.2% | -8.7% | +11.9% |
| YTD | +191.0% | +48.5% | +142.5% | +121.0% |
| 1Y | +360.5% | +26.4% | +334.1% | +281.6% |
| 3Y | +1,568.0% | +159.4% | +1,408.6% | +660.6% |
| 5Y | +1,055.2% | +275.8% | +779.4% | +291.1% |
| All | +911.5% | +339.0% | +572.5% | +129.2% |
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