+526.2%
BE vs PL
+24.1%
+502.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.4% | 0.0% | -4.1% |
| 7D | -12.1% | -11.7% | -0.4% | -8.0% |
| 30D | -30.1% | -27.1% | -3.0% | -21.7% |
| 3M | -12.1% | -44.6% | +32.4% | +7.2% |
| 6M | -30.6% | -67.2% | +36.6% | -0.4% |
| YTD | +130.6% | -35.9% | +166.5% | +151.4% |
| 1Y | +55.3% | -0.4% | +55.7% | +45.4% |
| 3Y | +1,755.6% | +454.8% | +1,300.7% | +651.7% |
| All | +526.2% | +24.1% | +502.1% | +271.8% |
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