+1,574.6%
BE vs PL
+454.1%
+1,120.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.7% |
| 7D | +20.0% | -9.3% | +29.3% | +23.1% |
| 30D | +7.9% | -18.9% | +26.8% | +14.7% |
| 3M | -13.2% | -58.4% | +45.2% | +11.4% |
| 6M | +53.5% | -30.3% | +83.8% | +62.3% |
| YTD | +191.0% | -8.1% | +199.1% | +183.5% |
| 1Y | +360.5% | +180.5% | +180.0% | +216.5% |
| All | +1,574.6% | +454.1% | +1,120.5% | +658.0% |
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