+902.2%
BE vs S
-57.7%
+959.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | +23.9% | -1.2% | +25.2% | +24.4% |
| 30D | +27.8% | -12.6% | +40.4% | +32.6% |
| 3M | +3.7% | +27.6% | -23.8% | -7.8% |
| 6M | +78.0% | +35.5% | +42.5% | +51.3% |
| YTD | +209.9% | +29.6% | +180.3% | +164.5% |
| 1Y | +389.6% | +8.1% | +381.5% | +346.5% |
| 3Y | +1,730.6% | +14.8% | +1,715.8% | +1,420.9% |
| 5Y | +1,227.8% | -70.6% | +1,298.4% | +1,480.6% |
| All | +902.2% | -57.7% | +959.9% | +1,039.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling