+387.2%
BE vs PL
+20.8%
+366.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.4% | -7.0% | -0.2% |
| 7D | -14.7% | -6.8% | -7.9% | -12.2% |
| 30D | -40.5% | -29.3% | -11.2% | -32.5% |
| 3M | -24.3% | -44.8% | +20.4% | -7.3% |
| 6M | -39.3% | -68.4% | +29.1% | -11.4% |
| YTD | +99.4% | -36.4% | +135.7% | +118.6% |
| 1Y | +26.6% | +0.7% | +25.9% | +18.4% |
| 3Y | +1,616.9% | +455.3% | +1,161.6% | +598.2% |
| All | +387.2% | +20.8% | +366.4% | +188.3% |
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 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