+614.5%
BE vs S
-51.7%
+666.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | +10.8% | +2.0% | +8.8% | +10.3% |
| 30D | -19.8% | -2.7% | -17.1% | -18.7% |
| 3M | -18.7% | -6.9% | -11.8% | -18.0% |
| 6M | -33.7% | +38.1% | -71.8% | -43.4% |
| YTD | +121.0% | +48.0% | +73.0% | +78.5% |
| 1Y | +85.4% | +34.5% | +50.9% | +54.8% |
| 3Y | +1,709.5% | +38.3% | +1,671.2% | +1,292.1% |
| 5Y | +462.2% | -70.9% | +533.1% | +561.1% |
| All | +614.5% | -51.7% | +666.3% | +669.2% |
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