+621.5%
BE vs S
-48.9%
+670.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.0% | +3.9% | +9.1% |
| 7D | -1.2% | +1.6% | -2.8% | -1.2% |
| 30D | -30.9% | -10.5% | -20.4% | -28.0% |
| 3M | -11.6% | +9.9% | -21.5% | -16.3% |
| 6M | -25.7% | +41.8% | -67.5% | -37.2% |
| YTD | +123.1% | +56.8% | +66.3% | +76.5% |
| 1Y | +43.4% | +39.0% | +4.4% | +18.8% |
| 3Y | +1,683.6% | +53.8% | +1,629.8% | +1,215.5% |
| 5Y | +465.4% | -68.6% | +534.0% | +548.6% |
| All | +621.5% | -48.9% | +670.4% | +660.5% |
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