+532.2%
BE vs PL
+31.5%
+500.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | +10.8% | +10.0% | +0.8% | +7.3% |
| 30D | -19.8% | -2.3% | -17.5% | -18.5% |
| 3M | -18.7% | -44.2% | +25.5% | -0.7% |
| 6M | -33.7% | -66.1% | +32.4% | -5.5% |
| YTD | +121.0% | -30.0% | +150.9% | +134.5% |
| 1Y | +85.4% | +21.0% | +64.4% | +62.2% |
| 3Y | +1,709.5% | +516.5% | +1,193.0% | +611.9% |
| All | +532.2% | +31.5% | +500.6% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling