+1,886.1%
BE vs PL
+459.7%
+1,426.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.4% | 0.0% | -4.4% |
| 7D | -12.1% | -11.7% | -0.4% | -8.5% |
| 30D | -30.1% | -27.1% | -3.0% | -22.7% |
| 3M | -12.1% | -44.6% | +32.4% | +4.9% |
| 6M | -30.6% | -67.2% | +36.6% | -4.6% |
| YTD | +130.6% | -35.9% | +166.5% | +152.0% |
| 1Y | +55.3% | -0.4% | +55.7% | +49.9% |
| All | +1,886.1% | +459.7% | +1,426.4% | +857.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling