+39.3%
BE vs PL
+8.6%
+30.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +14.5% | -2.6% | +5.6% |
| 7D | -1.2% | +10.9% | -12.1% | -5.1% |
| 30D | -30.9% | -16.4% | -14.5% | -25.5% |
| 3M | -11.6% | -39.9% | +28.3% | +7.9% |
| 6M | -25.7% | -63.2% | +37.5% | +5.8% |
| YTD | +123.1% | -27.1% | +150.3% | +114.4% |
| All | +39.3% | +8.6% | +30.6% | +12.4% |
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