+64.8%
BE vs PL
+8.6%
+56.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.5% | +12.8% |
| 7D | +4.5% | +13.4% | -8.8% | -0.5% |
| 30D | -20.1% | -10.2% | -10.0% | -16.3% |
| 3M | -0.8% | -39.5% | +38.7% | +20.4% |
| 6M | -26.2% | -65.7% | +39.5% | +6.8% |
| YTD | +141.1% | -27.3% | +168.4% | +133.6% |
| 1Y | +64.8% | +15.0% | +49.9% | +18.5% |
| All | +64.8% | +8.6% | +56.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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