+55.3%
BE vs S
+36.5%
+18.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.3% |
| 7D | -12.1% | -8.2% | -3.9% | -12.4% |
| 30D | -30.1% | -7.6% | -22.5% | -30.3% |
| 3M | -12.1% | +12.0% | -24.1% | -10.3% |
| 6M | -30.6% | +50.6% | -81.1% | -28.3% |
| YTD | +130.6% | +56.6% | +74.0% | +142.1% |
| 1Y | +55.3% | +39.2% | +16.0% | +70.8% |
| All | +55.3% | +36.5% | +18.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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