+55.3%
BE vs PM
+48.8%
+6.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -7.9% | -5.3% |
| 7D | -12.1% | +4.3% | -16.4% | -9.5% |
| 30D | -30.1% | +11.5% | -41.6% | -24.4% |
| 3M | -12.1% | +13.0% | -25.2% | -3.6% |
| 6M | -30.6% | +25.9% | -56.5% | -22.0% |
| YTD | +130.6% | +34.0% | +96.6% | +166.0% |
| 1Y | +55.3% | +46.9% | +8.4% | +95.2% |
| All | +55.3% | +48.8% | +6.5% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling